When I went to uninstall a theme on our forums, I was greeted by this nice error:
Template->make_filename(): Error - file admin/confirm_body.tpl does not exist
That error isn’t anything giganitc, it just means that page that asks, “Are you sure?” doesn’t exist. A quick Google search found the answer. But, since the code is generic, you can just use this generic confirm_body.tpl (Right-Click and Save As) and upload it to /templates/TEMPLATENAME/admin/ and it’ll just… work.
One reminder: you need to upload the confirm_body.tpl to the admin folder of the template throwing the error (meaning the one you’re using in your Admin Panel), not the one you’re trying to delete.