It happens because the file you are trying to delete is opened in AC. You can't delete a file while it is being accessed by the viever program.
Another words, if you click on your PDF imported item to see it first, and then try to detele, it won't be deleted from the harddrive. You would need to delete it w/o previewing them, or you can preview them, then click on another PDF file (so another file would be opened in window to the right), then delete the previous file. This would delete the file completely. The applies to TIFF files and all other files. You can't delete files from harddrive while viewing them.