How can I remove some content types of the admin menu?
While you can add/remove items from the admin menu from this menu
/admin/build/menu-customize/admin
you really shouldn't, that would be customizing what that module does and anytime they release a new version you would have to make your customization again.

The purpose of that module to to simplify, or make shortcuts to, all of the aspects of administering a Drupal site. If there are certain portions of the admin you don't want users to see, use roles to control which of the links are viewable.

Hope this helps!