As a matter of fact is is quite possible to delete the games, all you need to do to free up extra space is to delete the files not related to Pocket PC, ie there is a file folder on that card called Palm OS or something similar...you don't need THAT! They've sent a generic Atari card out, not a specific PPC one.
There was also another one with something else in it that I got rid of, and ended up with all the files with numbers on them, the "common" file, the "pocket pc" file and the "system file".
I then proceeded to store a few photos on it and some MP3's, they all played fine!
You can also copy the stuff from the card onto your pc and keep it there, if you ever feel sorry for a Palm user and give them your card to keep them entertained (well they have to do SOMETHING with the Palm, right??)
I might be a newbie, but I already have been playing with the nice SD card they sent me!!