When you say you want to delete the songs from iTunes, do you mean remove the files from your computer completely? If so, hold down control,shift, and delete at the same time (i think it's that way for windows). You will then be given the options to just remove the file(s) from iTunes only (yet keep the file(s) in your iTunes folder) or send it(them) to the trash, which will remove them from your music folder, and from your computer, (once you empty the trash).