The way to do delete unwanted wallpapers first requires you to know where they are.  Sounds simple and really is.

Open WBs Configuration.  Open the Wallpaper Tab, top right hand corner you will see what looks like a hammer and wrench, click it.  It should show you the folders that have wallpapers in them.  You can find these folders by using explorer or seach.  Once you have found the folders open them up and delete the wallpaers.  Be carefull to not delete anything else.  This should probably be good for XP or Vista.

There maybe an easier way to do it.  Lets see what others reply with.