Have a look at the 'More Like this' box to the right of the screen. There seems to be no way of removing the pre-installed games, or some of the other stuff on the phone.
If you add an app yourself, you can go to menu - Settings - Applications - Manage applications. You then select the application from the list and hit uninstall, but that doesn't usually work for the factory installed stuff. Might be worth knowing for future reference, though...
