How to delete a Feature? I created a feature module in site-1. 

Then I instaled the feature module in site-2. This features creates a new content type and enable a module. Then I got the new content type and the module enabled. 

So far so good.

Now I disabled and uninstall de feature module(drush). I expected the content type to be deleted and the module to be disabled, I mean the content type and the module that the feature created.

But they are still there... 

How do I disable a feature and remove all the things that the feature created?

UPDATE: Steps I did to disable the feature:

1) drush dis myFeatureModule

2) drush pm-uninstall myFeatureModule

3) in admin/structure/features the feature myFeatureModuleis disabled

4) The delete button for the content type (created by this feature) in admin/structure/types is missing...
The first thing you will want to do is disable (and uninstall) the feature module.  That doesn't always remove everything the module initially created.  Once that feature module is uninstalled however you can go in and manually delete the content type and anything else that was left on the site.

Some additional detail can be found at this other question.  It provides an example of how the feature module can add an uninstall hook to unlock the content type. Looking at the query used in that example you should be able to run the query manually and unlock the offending content type.