It may seem like you can't delete it, but next to that grayed out X for deleting is the word edit, click on that and the editor window that opens allows you to change the gallery it is in. You'll notice that in that editor window it will say what gallery it currently is in, you only need to select from the list of galleries there and can move it to Pics people accidentally donated to my gallery and then click the "floppy disk icon". Once you have moved it the "X" will still be grayed out but it will no longer show up in your published gallery. The SGS site admins will be able to remove it from there.

Should you happen to see your own photo in the "Pics people accidently donated to my gallery" you need to move it by going to your photo upload editor and then you can move it to the correct gallery you have. I just put my photos in someone else's gallery and can't delete them Doing that will make the grayed out "X" red if you want to delete your own photo, but it does have to be in your own gallery.