I have defined an interface in C++, i.e. a class containing only pure virtual functions.
I want to explicitly forbid users of the interface to delete the object thro
It's more or less a bug in the compiler. Note that in more recent versions of the compiler this warning does not get thrown (at least in 4.3 it doesn't). Having the destructor be protected and non-virtual is completely legitimate in your case.
See here for an excellent article by Herb Sutter on the subject. From the article:
Guideline #4: A base class destructor should be either public and virtual, or protected and nonvirtual.