The file or directory you are trying to copy does not exist.
You have used a non-existent option or you have failed to give a filename or directory_name.
The file has no write permission, which rm takes as an indication that something may be wrong. You can still delete the file, provided you have write permission on the directory dirname. Just answer 'y' to the question. If there are too many files affected, use the '-f' option with rm.
You don't have permission to remove this file or directory. Most likely you're trying to erase a system file or another user's file.