I'm not sure that you really should delete the stock messaging app. To my knowledge, handcent works WITH the stock app. You can always "hide" the icon or set up to make handcent the default messaging app.... but, I'd sbe real hesitant to delete stock messaging. Doing that may disable your device's ability to send SMS or MMS.
That may be one of the reasons you're having difficulty removing it - the system is trying to tell you something - listen to it.