Most cameras have the ability to "lock" a picture so it cannot be deleted from the camera.
When I have been on holiday or out on a trip and taken lots of pictures I always "lock" all my pictures so I cant accidently delete them.
Only once I have downloaded them to PC AND put them on CD or DVD do I then delete them from the camera.
It is good to get in the habit of "locking" your photos on your camera once you have taken a few.
You have to unlock them before you can delete them (or format the card which will also delete them).