Windows Vista Help?

I'm no computer technician so I need some help. (I think it fairly simple)

Ok. I have a SD card where I take my micro SD card from my phone and insert it into link SD card. I don't like having tons of Fotos on my phone so I just convert them onto a folder then Löschen them (on my micro SD) I've had no problem with this before, but what I usually do is "Select All" then right click and delete. But now when I right click I don't have the option of deleting. Is it my computer? Is it me? oder is there another way I could Löschen this files?