How do I delete songs off my Sony Walkman MP3?

My fiance and I each got one last night and when we went to put the music on it, it took every single picture, song and video from my computer to the mp3...i wouldnt care really but i have a 4 year old who was wanting to listen to it last night but i was scared to b/c i saw in the video archives that they had a in it...i was freaking out b/c we thought all that was off the computer. lol...luckily she didnt see it but still, i dont want her seeing that on accident. Any help is greatly appreciated...im mp3 illiterate so please help out...haha!! Also, we use windows media to put them on and when i did the sync to add only certain songs, it still added all of them. HELP!