I am trying to delete a Client record but I am getting an error message?

You will not be able to delete a Client record that has been used, i.e. the Client is associated to an assignment. 

The process would be to remove the client reference from any associated transactions.

If you have produced invoices for this client you would need to remove them/void them, cancel the timesheets, remove the assignment then the system may allow for the client record to be deleted.