I can't remove items from the sidebar in Finder
On Lion, items that cannot be removed from the sidebar are usually listed under "Devices" or "Shared" (there are Snow Leopard counterparts to these as well). If you'd rather not see these items in the sidebar, you can remove them by following these steps.


With Finder focused, visit Finder->Preferences or ⌘, and select the Sidebar tab.
Uncheck items that you don't want shown in the sidebar