I don't know, I haven't run into this yet, but I thought I'd post your comment here in case anyone else has solved this, or in case you've solved it by now. (Sorry for the late reply.)
The only thing I can think of is to try to delete it from iTunes. If you haven't tried that yet, connect your phone to your computer, and see if you can delete it from there. I don't have my system with me at the moment, but when you select your phone in iTunes, there should be a tab on the right side named Apps or Applications, and you can manage your apps from there as well.