Plug the device to the computer using its own USB cable. The device should appear in your My Computer folder. From that location, use Windows Explorer to browse the content of your device, navigate to Music folder and delete everything you want.
I've got the same type of MP3 and you'd probably have to link it up to your computer/laptop and then click on 'VIEW FILES' then right click each song, press 'DELETE' and then voila! Hope it works!