IPhone 4s: How to delete a undeletable app that I got from App Store?

Hi, I downloaded a app on app store but it's completely useless so everytime I hold the app, it doesn't show the "X"

You can't.

Yeah you can't do anything about it. Apple is all uptight about their stuff and won't let you modify it in any way. I hate it, but that's what you get with an Apple product. You could jailbreak your iPhone, but if it's only to get rid of that app I wouldn't recommend it.