The only wall posts you can delete are:
- those posted on your own wall, and
- those posted on another person's wall, if nobody else has posted on it after you.
You would have been able to delete the message if you looked for the option right after you posted the message. However, someone has obviously since posted to the user's wall since, so now you can't.
This is in place to give the wall owner the most control over what shows up on it, and so we can keep stuff as evidence if need be.