The message is a bit misleading I think - but there is still a relationship in the data between the task and the original timesheet and that is what the system is objecting to you trying to delete (it is trying to maintain the referential integrity between tasks and timesheets).
You will not be able to delete the task then.
If you attempted to delete the task in OWB it would just move it to a "Deleted Tasks" level in your project plan - so something similar to that is what you could do in the application, just move the task within the plan to some "junk" area.