You can delete a game you downloaded from within the GameTanium mobile app (recommended method) or by uninstalling the game via the Settings menu of your mobile phone (Settings --> Applications --> Manage Applications).
To remove a game from within the GameTanium app, click on the trash icon on its game details page. You can also delete the game from the "Long Click" shortcut menu by pressing and holding your finger on a game icon for more than a second.