MacBooks and MacBook Pro's DO have a Delete key.
Our Delete key is viewed as BackSpace to Window. If you hold FN when you press it, it registers as a Delete.
Just hold down FN. The key combo is Fn+Ctrl+Alt+Delete on a MacBook.
Thats what I meant, no WINDOWS [delete] key, its actually backspace, just labeled "delete."
By the way, the Fn+Ctrl+Alt+Delete combo doesn't work for me. not sure why. No big deal though, I just went up to Actions->Send Keys-> Ctrl+Alt+delete.