Free my object

I have this object:
class ProtocolTPC
{
private:
        unsigned char start[3];
        unsigned char status1;
        unsigned char status2;
        unsigned char status3;
        unsigned char psize;
        unsigned char pnum[2];
        unsigned char** data;
        unsigned char crc[2];

public:
          ProtocolTCP( bool is_out )
          {
        start[0] = 'H';
        start[1] = 'I';
        start[2] = 'O';
        status1 = 0;
        status2 = 0;
        status3 = 0;
        psize = 1;
        this->setPacketNumber( 1 );
        data = new unsigned char*[1];
        unsigned char* temp = new unsigned char;
        *temp = 'A';
        data[0] = temp;

        this->updateCRC();
        this->out = is_our;
    }
    ~ProtocolTCP()
    {
        if( packet_number > 0 )
        {
            for( int i=0; i< packet_number; i++ )
            {
                delete this->data[i];
            }
            delete[] this->data;
        }
    }
};

And I'm creating and object this way in the OnInitDialog of my app:
   out_TCP = new ProtocolTCP( true );

I placed a WM_ON_DESTROY in my app and this in the hanlder message:
void CUart3Dlg::OnClose()
{
    delete out_TCP;

    CDialog::OnClose();
}

VC debug says I'm having a memory leak of 3 vars and I think these are
the fixed arrays I have in my object.
So I know an array is a pointer to the first element, I think i could
delete it for free memory, but this gives me an assert error.
I'm deleting correctly my object?