On your picture on top you see a '+' sign and on the left of it 'Show Library with a triangle in between. Klick on the triangle and a second option appears. Perhaps it is called 'One', I'm not sure and I'm not at home now so I cannot verify... Select that second option, then the library you want to delete and next to the '+' sign on top should apear a '-' sign. Klick on that and the selected library will be deleted from the library window (not from the harddisk of course, that you have still to do manually...) ;)