The samples that are selected will be removed from the current group. If you want to delete these samples from the workspace permanently, you will have to do this with the "All Samples" group being the current group. First, select all of the samples you wish to delete, then click on the "All Samples" group. You will note that the samples are still selected: now press the delete key, and the samples will be permanently removed from the workspace (and from all groups that have those samples).

If you wish to avoid this confirmation dialog window in the future, click on the "always use the same answer" box at the bottom left--FlowJo will remember your answer for the duration of this FlowJo session (regardless of the Workspace). The next time you run FlowJo, this dialog will return.