EDIT: Little Update.
Sorry the Version is Aspha 3, not 4
I found out that sometimes pictures can be deleted from frontend.
If I Upload the File with the name test.jpg, everything is ok.
The same file with the name 2011-144.jpg (original name) can not be deleted from frontend.
I also found out, when I delete this files from backend they will be removed from gallery and thumbnail - folder. But the original xyz.jpg will not be deleted in the pictures - folder.