I didn't have any problem with the delete file server behaviour. I had just set up one page with an upload file field and server behaviour, and a second page, completely blank apart from the delete file server behaviour (using static file selection options).
This gave me the correct interface with any form post, before page load and current page submit trigger options. I expect it would have had the button pressed option too if I had had one on my page.
Uploaded file OK, then deleted file without any problem. Just trying again on a new blank page produces window (img attached).
PC, Vista, CS4.