How to delete audiobooks from iPod?

I downloaded several audio books from our public library website. The books are in a WMA format and are stored on my PC in the My Media folder. They do not show in iTunes nor can they be dragged or copied to iTunes because they are in "a protected WMA format." I need info on how to delete the books from my iPod. I've finished listening to them and would like to delete them so I can download more books. Books on CDs are never a problem. They transfer to iTunes just fine and I can manage/delete them whenever needed. I just need help with these darned WMA files. Thanks.