Does this dialog box come from Dopus or windows? Is there any way to have the "Do this for all Current items" always checked?
That comes from Windows, as part of the Recycle Bin.
You can add arguments to the Delete command in Opus to suppress errors, but then you won't know if things failed for other reasons, so it may not always be a good choice. You can also disable use of the Recycle Bin, either throughout the program or for special buttons/hotkeys (or when holding Shift and using the normal ones), where Opus will handle deletion itself and has more options about automatically skipping errors, and so on.