How do I set NTFS permissions to allow everything but delete?

when you right click click and goto properties, click security then the advanced tab. Select the group or user you want to modify the rights for then click edit. You should then be able to remove the "delete" rights.
I'm doing this from memory so might not be exact but it's easy enough to follow once you know where to look.

Hi, yes that's exactly what I have done, but they are then not able to move or rename folders and files either.

This is assuming you are under the advanced tab in security for the shared folder:

Add a user to the Permission entries, select the user, then click edit:

In "Apply Onto" select sub-folders and files
check all boxes except for fullcontrol, delete, change permissions, and take ownership

The idea is to give them all modify rights except the rights to delete or change the rights (duh). And you only apply it to the folders beneath the shared folder, since you dont want to edit each new folders permissions that are created underneath your main home share.

If you have any questions, let me know

i should add - when you do a move with these permissions, you may well find the the "copy" goes to the new location but then the "delete" of the original fails so you end up with 2 copies.