Removing files from your MMA device can't remove files from the MMW PC on Sync. Sync can remove files from the MMA device, but not from the MMW PC.

So just removing the file from the Playlist will do the trick if you have updating back to MMW enabled in the Device Profile.

How do I delete a track on MM playlist on my adroid and have it reflect the changes on MMW playlist but not delete the track on MMW database?