Welcome to AF, Jacina!

I have moved this thread to the Desire C forum so others with this phone can also post their tips to help.
I don't have a Desire so I am not sure how to access the files of that phone, but if you have an app listed in your app drawer called 'my files', it will list your music under 'sd card' heading. You need to long press on whichever music files that you don't want on your phone, and the option to delete should appear.
If you don't find the 'my files' app, then you can download several files apps in Playstore for free. Astro Files is one that is used by a lot of people here. Good luck, and keep us posted, please.