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Explain analyze gives no info

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I am trying to optimize a delete query that's currently taking 4 hours
to run.  My first step was to add some indexes on some of my FK's.  That
sped up my select queries by as much as ~20x.  From 3.5 sec to < 0.25
sec.  They didn't help my delete query.  I ran an explain analyze on the
delete query and the records got deleted after 4 hours but it never
showed me the query plan.  I'm using 8.0.1 on WinXP accessing it with
pgAdminIII.  

FWIW, the DB has a lot of FK's and some of them (the ones on my big
tables 1-10 million records) have ON DELETE CASCADE triggers.

Any suggestions for how to get the explain analyze output?

Mike

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