Solution proposal
Okay, here is a way to do it on a mac for people who don't let iTunes manage their Library.
In iTunes, select the files you wish to delete from you hard drive, then right click on "Get Info" (cmd-I). From there, edit an ID3 tag of your choice, let's say "Genre" and set all the tracks you'd like to remove to a genre of your choice, for exemple: "Move to Trash" or whatever you like it to be. Then, search for "Move to Trash" in Spotlight, click on "Show All", sort by Kind so that every music files are together and delete everything.
I do this regulary on my ipod playlist. When I don't like a track, I put only one star to it on my ipod, then after having synchronized with iTunes, I delete the files from the Library and from the Hard drive with the method mentioned above.
Thanks Apple for not providing this functionalities to iTunes (just like the lack of FLAC support) and continuing to put all your efforts to your music store...