Can't Delete iTunes Content
Removing them from your hard drive has no bearing on whether they show up in iTunes. You have to actually remove them from iTunes, too. (Right-click > Delete or Edit menu > Delete while the song is highlighted) The (nearly) only time iTunes knows whether a file in the iTunes library actually exists on the hard drive is when you try to play it.

Also, if you use the above method, it will offer to remove the song from your hard drive at the same time it is removing it from iTunes.