Hello Estaban,

In order to delete own comment or reply, you may have to got to your joomla backend > easy social > profile type > Administradores registrados (if you are using this profile type) > access > comments > set Delete Comments as yes as shown in this screenshot http://screencast.com/t/vOLIhbeEL9 .

But we have set it to delete replies, you may try to delete the reply now

Regards
Kheng Wei