I deleted songs from my collection, but they won't come off my zune player.
for you to be able to delete the song from the device just plugg the device on your computer then open the software.on the main menu of the software click the device beside of the collection.after you click the device all you song will appear..just press the control A to highlight everything then right click then choose the delete.
Note:
if you dont want to delete everything just click the song you want to delete then right click then delete...it will delete the song from the device..
i hope this would help you...
good luck..