So Installed SMF and played around a little.
Using SMF admin interface I made a copy of the default theme so I could modify it.
Now I decide to delete SMF and related files from my hosting account.
Everything could delete just fine, except for the copy of that theme.
Folder is named theme1.
I tried using smartFTP to delete it but keep getting "Permission denied".
I'm hosting with nearlyfreespeech, which I don't think has anything like cpanel. I think my only access is via FTP.
Any suggestions?
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Just an update... the problem seems to be with the images folder.
I could delete other files and folders in the theme, but not the images folder or it's contents. Still can't delete the parent directories, theme1 and Themes.