there's no problem with deleting a distribution you don't like, espeically in case you decide to install a new one over the provided distribution.
the way it can be done:
1. run the installator (from a boot-cd for example) and simply find an option to format the partition that's used for your previous distribution, or for instance them all (in case there are more than one, eg /boot, /usr etc - depends on distribution)
2. wait till it's done with the new installation
another way would be to format the partitions manually; theoretically there's also a possibility to delete all the files that are present on the partitions which were used by your old distribution - doing so out from a system that supports ext/reiser file systems.
most of the distributions which have an installation program (system installation) have this option - to format the partition it's about to be installed onto.
so just format it and done.