You don't have to. When you go into the music tab in you iTunes, you just have to un-select those playlist/folders EXCEPT the "purchased" playlist.
iTunes will automatically delete the non-purchased songs from your phone.
My iTunes account is open so I don't have to purchase a damn thing + I don't have a "Music" app (that's what you people call it right?) I simply go on iTunes and it plays what I want in full. One of the perks of owning Apple.