Try to create the delivery method mapped for this schedule task and try deleting the scheduled task.
Or try associating a different Delivery Method with the Task and then delete.
Worst case scenario you can clean it out of the DB directly,.......... Isn't a good solution though
This is correct reassign a new delivery method would be the esaiest way to go if not it will have to be clear through the database.
If you are not confortable you can alway sraise a case with support and they will request a copy of you databse and have a look at it :-).