Installing a new development portal today, the Shared Service installation failed. It didn't provision properyl, so wouldn't delete in the UI.
I used the stsadm command - stsadm -o deletessp -title <title> -deletedatabases to remove it, but initially, this also failed. However, it seems that running the command another 2 times, it clears the provider...
first time - generic error message
second time - error regarding sites in use
third time - success
So, if you have problems deleting a SSP, try running the command a couple of times - it might help you also