As a default, directories and sub-directory structures created on OpenVMS cannot be deleted by their owner.
I have not tried the following but
if you add a line to your LOGIN.COM file e.g.:
$ SET FILE [...]*.DIR;1 /PROT=O:RWED
it
may work to allow the owner (you) to delete directory files using an FTP client
(You'll only have to run this once, until you create new sub-directories.)
The directory must be empty to allow this.
... Or get an interactive account
Why do you want to delete a directory? Did you create it yourself? If so, how did you create a directory using an FTP client? If not are you sure you should be deleting it?
Note: CHMOD is *not* an OpenVMS command!
see
$ HELP SET FILE
in an OpenVMS interactive account (Try GUEST / GUEST on either polarhome OpenVMS machines.)
also check
http://www.polarhome.com:763/~miker/VMS_beginners_faq.html#FILE15
Good luck!
MikeR