Do a $ DIRECTORY/PROTECTION MAIL.MAI;2 command.
This will tell you what protection the file has now. To change this,
use this command:
$ SET FILE/PROTECTION=(O:RWED)
This will give you as owner of the file read, write, execute and
delete access. You should then be able to delete the file.
Note that the directory in which the file resides must also allow
you write access (in order to update the directory as the file is
deleted).
Note also that MAIL may have written messages to MAIL.MAI;2, which
you will lose if you delete the file. To see if this is the case,
first rename MAIL.MAI;2 to something else ($ RENAME MAIL.MAI;2 A.MAI).
Then using MAIL, open the file and see what's in it:
$ MAIL
MAIL> SET FILE A.MAI
MAIL> DIR/FOLDER
etc.
then you can use MAIL's MOVE command to move messages from A.MAI to
your normal MAIL.MAI. HELP MOVE in MAIL will show you how.