command-delete NOT WORKING

Ever since I purchased my new Mac about 2 months ago, I have never been able to get command-delete to work. I reinstalled the OS and the command-delete still doesn't work. I've also tried different combinations such as command-shift-delete and command-option-shift-delete. The only thing that works is going up to the dropdown box and moving the file to trash. Why won't this hotkey work????? I see others have had the same problem also!! This is frustrating. If I were to upgrade to Leopard, would I still have this same issue? I don't want to spend money if I don't have to!