I would love to know the same thing. There seems no way to do it. iPhoto '08 Help has NO entries about iPhone. Seems poorly thought out.
I have learned over the years not to use the "Delete automatically after import" options most apps give, as it often leads to having your images totally gone after an import failure of some sort.
Of course, now I am stuck with a hundred or so pics on my iPhone and I can't see having to delete them all manually! And my sister has a couple of hundred pics to delete.
I tried to fool the phone by adding one more photo and then doing an import and using the delete after import function, but only the one new image was removed.
OK, so I finally figured out a way to delete / remove pictures from your iPhone (on a Mac) regardless of whether or not they have been imported into iPhoto.
It seems that iPhoto '08 (7.1.1) cannot do it —this is a weakness of iPhoto. Use IMAGE CAPTURE application, not iPhoto.
Quit iPhoto. Open Image Capture and choose the "Download Some..." option. You will then see all of your pictures stored in the Camera Roll on the iPhone. Select one or a range or even all of the photos you wish to remove, and choose Edit -> Delete. The selected photo(s) will be removed from the iPhone.
Nerds Only: If you want to see something fun, with your iPhone plugged into your Mac, go look at the Camera Roll of pictures on the phone itself. Use the thumbnail index view. Then, when you use Image Capture.app to delete the pictures, you see them disappear one by one very quickly from the iPhone screen. Cool.
I somehow downloaded some pics I took from a PC to my iPhone. They're in a "Photo Library" which appears in the list of Photo Albums. I tried to delete them using Image Capture but they don't show up.