go to your profile page and click the album that you want to delete. above where you see your pictures will be the name of the album if you follow that bar to the left there will be a "edit album" button if you click that button it will take you to the album editing page. in the upper portion of the page there will be a check box with the text "To delete this album, click this box and press the 'Delete Album' button" check the box and follow that bar to the left where you will see the "delete album" button
NOTE: i have included screen shots (if it works) of the pages (the profile colors will be different due to my preferences)
NOTE: because i did not want to delete my album i did not follow it any further but it should be fairly straight forward after following the instructions above