Cannot delete gre tunnel

I have a strange problem, where I cannot get rid of the first gre
tunnel I created. This is on RHEL3 kernel 2.4.21-20.EL. It had given
me errors while adding the tunnel:
# modprobe ip_gre
# ip tunnel add gre0 mode gre remote x.x.x.x local x.x.x.x ttl 255
ioctl: No buffer space available

Now I just cannot get rid of gre0:
# ip tunnel del gre0
ioctl: Operation not permitted

I am root on the box. I have tried rebooting, removing mod ip_gre, at
which point I can't see dev gre0 from ifconfig anymore, but then once
I load the mocule, it comes back. I can create more tunnels, and
delete them - just not gre0.
# ip tunnel add gre1 mode gre remote 192.168.1.1 local 192.168.2.1 ttl
255
# ifconfig gre0
gre0 Link encap:UNSPEC HWaddr 00-00-00-00-7A-00-
E4-64-00-00-00-00-00-00-00-00
NOARP MTU:1476 Metric:1
RX packets:0 errors:0 dropped:0 overruns:0 frame:0
TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:0 (0.0 b) TX bytes:0 (0.0 b)

# ifconfig gre1
gre1 Link encap:UNSPEC HWaddr C0-A8-02-01-B2-00-
E4-34-00-00-00-00-00-00-00-00
POINTOPOINT NOARP MTU:1476 Metric:1
RX packets:0 errors:0 dropped:0 overruns:0 frame:0
TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:0 (0.0 b) TX bytes:0 (0.0 b)
# ip tunnel del gre1
# ip tunnel del gre0
ioctl: Operation not permitted
# ifconfig gre1
gre1: error fetching interface information: Device not found
# ifconfig gre0
gre0 Link encap:UNSPEC HWaddr 00-00-00-00-D7-00-
E4-74-00-00-00-00-00-00-00-00
NOARP MTU:1476 Metric:1
RX packets:0 errors:0 dropped:0 overruns:0 frame:0
TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:0 (0.0 b) TX bytes:0 (0.0 b)

#

Can anyone please help? Thanks a bunch in advance!