Tridion R5 strange error message

Hi all,
One faces many situations where we want to delete a publication. I wanted to delete a publication but the content management system installed on my PC shows an error. I am using the Tridion content management system. The screenshot of the error is shown below:

Tridion R5
It is not possible to delete a Publication that contains published
items.
I am trying to understand what this error means but I cannot get the point.
Has anyone else faced this problem with Tridion? What is the root cause of the error?
Any help will be highly appreciated.
Regards
Edison
