You need permission from unix user root to make changes to this file

I have a WD Passport Essential attached to the USB port of my Linksys EA4500 router.  I put files onto the external HDD prior to connecting it to the router.  Now, when I try to delete files, I get the above error message.  I am the administrator of my PC.

My objective is to include the WD external HDD as a backup path for automatic daily backups, and since it is physically attached to my router, access it from the Internet via FTP to have access to my files when my PC is off.

So, I need help resolving the permissions error.  



I am able to remove individual files and some sub-folders, but not folders.