When you've made a certain type of selection, you won't be able to remove images from an album. the Remove from Album command in the Images menu will be dimmed, and the Delete key will have no effect (other than triggering an alert sound).
This happens when you've selected an image or images from an open stack, but not the entire stack. Aperture indicates selection of an entire stack by a thin white line around its edges.
The best way to resolve the issue is to close the stack before deleting.