I tried - and failed - to get this code to work to delete a file from Sharepoint:
http://www.infopathdev.com/howto/tutorials/default.aspx?i=1d52979046884d8186c9393a1ea95109This, however, works like a champ (for me, at least):
oXmlHttp = new ActiveXObject("Msxml2.XMLHTTP");
oXmlHttp.open("DELETE", myURL, false);
oXmlHttp.send();
Where "myURL" is the file URL you are trying to delete.
[A friend of mine discovered this]
Cheers!