The is a "delete" option in the menu. (type the left bottom of the screen to get the menu)
You can also use the pc for that, will be faster
As to putting books on the cybook, are you sure it's the right folder ?
You need to go up as far as you can in the library, then on the top level, you have "Cybook" and "sd"
I have no bookeen folder. Where do you see one ?