Click on verify identity, it should ask you that in the dialog box that pops up.
Well ... the package contents? Sounds like you are trying to delete a running install.
Completely close all programs (make sure you QUIT ... not just close windows)
1. Drag the .DMG to the trash
2. Drag the disk looking icon to the trash (eject it)
3. Go to applications (or wherever it installed) and drag Firefox 3 to the trash.
Assuming "verify identity" did not work!
If you did not install it from this account, you can try from another account. Or you can "get info" and try to change permissions for "Everyone" to read write (on the folder and all contents).
The others are right. You'll need to hit command i (get info) on each of the relevant folders that you are trying to delete or alter. Then in the info panel you need to go to the bottom and click on the lock icon in the bottom right corner. It will then ask you for the administrators password. After you have entered that, you can change the privilege status to "Read & Write". Then you can alter the folder in any way you want.
By the way...when your parents finally do give you back your internet privileges, use Safari instead. In Safari, you can click on "Private Browsing" at the beginning of your session and it will not keep track of the history or anything.