I asked this question right when iOS 4.x came out, and got no answer... so I'm hoping there may be an answer to this now.
I've been having this problem with my phone since I first jailbroke it. I'm on iOS 4.0.1 with an iPhone 4. When I first jailbroke it I realized a bit later that I was unable to delete any apps I downloaded from the AppStore or Cydia (or anywhere else for that matter).
I messed around with some permissions and couldn't figure it out. Unfortunately I messed around with too many permissions and ended up having to restore. I started fresh and ended up with the same problem. I hit the "X" to delete an app and nothing ever happens.
I've been working around this by just unchecking the apps I want gone in iTunes and then syncing, but that's a little annoying, and I don't want to have to keep a folder on my phone called "Trash" anymore.
That's very possible. Unfortunately I didn't keep track when I was reinstalling all of my Cydia apps. I can try to uninstall and each one to see, but I was just throwing this out to see if anyone had a quick answer.
I'm probably going to update to 4.1 pretty soon anyways, so maybe I'll give it a shot then.