Try reading this link: http://www.esato.com/board/viewtopic.php?topic=121598 , this person seems to have the same problem and there are solutions there. I've also read here: http://www.howardforums.com/archive/topic/880813-1.html that you can delete some protected files using FAR Manager, but I don't think your phone supports it. The best link is probably:

http://www.myforum.lasyk.net/showthread.php?t=37286 - This might work and you should read the thread to find out what to do with this XS++ v3.1 program.

Another link... http://www.mobileplanet.com/ft.aspx?k=92786 might help you but apparently you can't delete default sounds and pictures.

Sorry, I can't help much more- I have a SE K800i. For more info, google "delete protected files w810i"