It is an odd behavior of linux permissions, but permissions to delete files are granted by the permissions on the directory, not the file.
# Make the Directory ro
chmod a-w test
ls -l test/file
-rw-rw-r-- 1 bodhi bodhi 0 2012-02-28 21:13 test/file
rm: cannot remove `test/file': Permission denied
Write permission. On a regular file, this means you can modify the file, aka write new data to the file. In the case of a directory, the write permission means you can add, remove, and rename files in the directory. This means that if a file has the write permission bit, you are allowed to modify the file's contents, but you're allowed to rename or delete the file only if the permissions of the file's directory allow you to do so.
To allow (RW) access to file, but prevent deletion or renaming, set the sticky bit on the directory.
# change "test" to your directory
chmod +t test
chmod a+w test/file
ls -l | grep test
drwxrwxrwt 4 bodhi bodhi 4096 2012-03-07 17:08 test
ls -l test | grep file
-rw-rw-rw- 1 bodhi bodhi 13 2012-03-07 17:10 file
# su to another user, "test"
test@ufbt:/home/bodhi$ echo 'It works !!!' >> test/file
test@ufbt:/home/bodhi$ cat test/file
It works !!!
test@ufbt:/home/bodhi$ rm test/file
rm: cannot remove `test/file': Operation not permitted
If the sticky bit is set for a directory, only the owner of that directory or the owner of a file can delete or rename a file within that directory.