Reese, If your phone is not jail-broken you have to sync the IPhone with your computer through the ITunes application and there select your phone, go to the music tab under your phone and uncheck the songs you want to delete from your library ... then click sync and wait till it finishes ... This is the only way to do it ...
If your phone is jail-broken, follow this instructions
http://www.youtube.com/watch?v=Ot0A6EUqLQU
let me know if you know how to do it