You should be able to delete individual tracks off your phone by swiping across them on the track selection screen.
If you want a refund then is there something wrong with the tracks e.g. did they not download properly or is their quality not very good ? If there is then you might be able to delete them and then re-download them via the Purchased tab in the iTunes store app, if not the use the 'report a problem' link from your purchase history via the Store > View Account menu option on your computer's iTunes - logging into your account should give you a screen with your account's details ont it, with a purchase history section with a 'see all' link to the right of it
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