Already tried that.
On the phone itself, on that picture, there's no option to delete it, just "Open", "Set As Wallpaper", "Details", and "Sort".
When I connect the phone to the computer, I can use software to "delete" it, but when I go back to the image gallery on the phone, lights.jpg is still there.
Looks like it's there to stay, but thanks for the help anyway.
By the way, I've been having trouble getting on this site over the last few days (page not found), and can only seem to get on in the early hours of the morning (GMT)... But I've asked my friends if they can load the site, and they have no problem...
Anyone got any ideas?