Once a thread has been responded to, it's impossible for you to delete it. If you accidentally make a double thread post (IOW, post two copies of the same new thread / topic) and you notice it right away, I believe you can hit the "edit" button (the icon that looks like a pencil and paper) and a delete thread" option will be available... click that check box and then hit the "edit post" button at the bottom.
But again, that will only work for you if the post has not been responded to. After that, only moderators can change / delete it... or lock it.