No sure offhand how to do it from inside the Aldiko software , (possibly press and hold the title you want to delete and use the secondary menu that pops up) but you could download a file manager and view the directory from there and delete them that way, or connect it to your computer and delete them using your PC file manager.
If its an app, you could always get rid of the app. If it's a service within an app, all you need do is get into the properties or save data for the app and kill it there.