My apologies, I thought you were talking about apps. Didn't read your post well enough...
When I add a document to an app in iTunes, I can delete it by pressing my computer's delete key (strangely enough, the right click/select delete option doesn't work...).
Regardless, I tested it a few times with a few different apps. It's the Delete key - just highlight the document(s) you want to get rid of and then you're done.
Sorry for the confusion, hope this clarifies.
Marilyn