Hmm .. Did you go to users, not the name in the user section but the users section itself, if you go their and see the screen on the right with all of them listed, hightlight the one you want to delete and right then select delete user or just hightlight and push the delete button on the keyboard.
If that dose'nt work I would suggest upgrading to 4.0.0.4 - I am using it now and it works like gold