Hi Karen,
There are a couple of ways to delete a report in 4.1. The important thing is to ensure you're logged in as a user who has permissions to delete reports.

On the report list page you can highlight a report by clicking on it's row in the list. When you do that you should see list of options appear on the left of the page. When you've got a report selected, the "Delete" link should be just below the search box on the left of the screen.

You can also delete report when you are editing them. On the Report Preview page, if you put the report into edit mode, you should see a little delete icon next to the bigger save button just to the right of the options menu.

I hope that helps, let me know if you have any problems

Regards,
Sean