Can't seem to delete a program

Just bough my 1st iphone, a 3gs. 

I downloaded a program but it is not installing.  Called tech supp, of the program, and they asked me to delete it and then reinstall.  They told me to touch and hold the program icon, after a few seconds all the icon started shaking and there was an X in the upper left corner of the icon. So far, so good.

Then they told me to press the X and the program will be deleted.  I tried this about a dozen times, but to no avail.

Any suggestions?

Thnx Heaps,
dlm    

I restarted my iphone the next day and gave it another try. and I was able to delete it.  I have no idea why it worked this time, but am glad it worked!

I have got a feeling I will be visiting this forum heaps while I figure out all if can do.  So far I am pretty impressed!  Anyway thnx for the quick reply! 

dlm