@johnCarlo.cantilang.Cfad
Just to clarify terminology here, the object you have selected "Body2" is a dummy parent (not a modifier) of other objects. Immediately below this dummy parent is an object called "Cylinder010" and if you click on the caret to the left of cylinder 010 it will reveal other objects in the hierarchy that are linked to cylinder 010. You say you cannot remove the dummy object, but you can first unlink Cylinder010 from the dummy parent by selecting it and the clicking on Unlink Selection (4th button from left on the main toolbar).

After the dummy is unlinked you can then delete the dummy without affecting anything else in the hierarchy.
If this is not clear or you have additional questions just post back.