Fixes removing controller in controller rack bug

Fixes https://github.com/LMMS/lmms/issues/28
Changes:
* Show confirm message when a controller being deleted is associated.
* When peak controller is deleted, its fx is also deleted.
Hopefully I won't introduce new bug.

> However, if you remove the Controller, the FX will not be destroyed becaues there is currently no way to destroy the FX without knowing where the view is.

It seems that I've proven this guy was wrong. :P