It sounds like your permissions on the /administrator/components/com_jfbconnect/ directory are too restrictive. During the installation, Joomla will delete all files in those directories before replacing them with the new ones. Can you change the permissions on all files and folders in the JFBConnect directory to "755", (or rwx r-x r-x). Once done, those files should be able to be deleted.
Alternatively, you should just be able to go to the /administrator/components/com_jfbconnect directory and delete all files from the /packages and /assets/facebook-api/jsonwrapper directories, which is where the files you list are located.
Hope that helps, but if you run into other issues, just let us know!
Alex
Trying to upgrade - getting errors
