Cannot delete shared files
You should be able to turn off folder sharing between the VM and the Mac using Fusion's "sharing" settings and then shut down the VM.  After that, you should be able (from the Mac Finder) to move the shared folder to the Trash.  You may need to type an administrator password in the process, but that would be an administrator for the Mac host, which is presumably you.  

If that doesn't work, please provide more details, such as where the files are as seen by the VM, where the files are as seen by the Mac, and what happens when you try to delete the files from the Mac.