You can't clear it via any buttons on the mp3 player itself. You can only delete them after you plug in your player using the usb cable to your computer.
Double click my computer -> walkman -> storage media -> MUSIC
In this folder, you will see all your songs stored here. Just click one (or whichever ones you want to delete) and press delete -> okay.
HOW CAN YOU CLEAR THE MUSIC FILES FROM THE Sony NWZ-S615 Walkman?