AutoCAD has an element called multileader and it is not possible to delete it in MicroStation V8i SS3. It states that the element is locked when trying to perform this operation.
Multileaders are not supported in SS3 They will be supported in next major release
As a Workaround the following can be used :
Create a fence around the locked elements and use the following Key-In:
fence change unlock
this will unlock locked elements within a fence. The elements can then be deleted.