As already mentioned, if the route is one of the built-in ones then you cannot delete it, at least in 06 and 04. However, if you are using 04 then TrainzObject is the program you want as you will be able to delete any non built-in item including maps and sessions. I haven't tried using CMP for 06 to do the same thing but it is probably possible. Maybe someone who has used it will add their knowledge here?
Cheers
Russell.