You can delete it totally, however wait until the waiting period is over. At this time, you do not want them to see your head pop up, or they might have hope of money and threaten again.
Skip over to this post on how they think and work that is in the recovery topic, then the rest of the links I gave you will make perfect sense when you read them.
How Blackmail Scammers Think and Operate The Scam http://www.scamsurvivors.com/forum/view ... 110#p52656