How do I remove movies from my iPhone 43 because iTunes won't let me? Help!!

I took advantage of the 12 days of Christmas and downloaded the top Gear episode and the pilot of the House and 30 rock. Problem is I can't remove them from my 4s for some reason. They take up over 2 MB so I want to free up space. When I sync with itunes and uncheck the boxes it still leaves these episodes on the phone. I have even tried deleating them from my Itunes library and then syncing but it still leaves them on the phone and just copies them back to my library. Help please. I need to free up space.