Sony's Walkman MP3 players come with one particularly inconvenient feature—you can only delete files from the Walkman by using a program on your computer. The downside of this is that if you want to free up space on your MP3 player to make room for a song from a friend, you can't do it unless you have your computer with you. The upside is that you can't accidentally delete a song from the player while you're on the go. Microsoft's Windows Media Player even makes the process fairly simple.
Connect your Walkman to your computer. Open Windows Media Player.
Click on the "Switch to Library" button in the upper righthand corner of the screen, if the "Now Playing" view is visible.
Find your device in the list of connected devices on the left side of the screen. Click the arrow next to your device.
Click the type of media (music, video, etc.) you want to delete. In the middle "Details" pane, right-click on the song or video you want to get rid of, then click "Delete."