The software requires iTunes in order to connect to the iPhone. After iTunes has been installed, open the application and then access the Gallery. Select the photos you want to delete, press the Delete button on your keyboard or from the application itself.
Since I don't have an iPhone, the application can't be tested on my side, but this is the correct procedure to delete them. Alternatively, start the gallery application and manually locate the images you want to delete and then remove them.
