If they are not posted, the user should be able to pull them up and delete them. If they can't do this, do they get an error message? There is a setting that says whether or not users are allowed to delete unposted printed documents.
This is a security feature for some companies so users can't print sales invoices, collect money, then delete the record. This setting is located under Setup-Sales-Sales Order Processing. Then you have to click on the button for the document type (Invoice, Order, Quote, etc.). Once you are in there, you have to select the name of the invoice type (such as standard). Finally, you will see a checkbox in the bottom section that says Delete Documents. That box should be marked if your company wants to allow deleting documents.
If your company does not allow deleting documents, the user then has to post the invoice and do a return.
If they are getting a different type of error message (other than something like "You are not allowed to delete documents"), please post that here.