When attempting to delete converted leads, you may find that you cannot navigate to the lead itself to delete it.
The workaround for this is as follows:
1. Click on:
Setup | Administration Setup | Data Management | Mass Delete Records | Mass Delete Leads.
2. In Step 3: enter "Converted" "equals "1" and then 'Search'.
3. Click the 'Select All' button to select all the leads in your result list and then 'Delete'.
This will delete the converted leads from your database.
This can also be done via the Data Loader
Note that if you delete converted leads you will not be able to report on them.