Unfortunately, deleting individual songs is kind of a pain, as all downloadable content is stored in one file on the PS3. There is no way to selectively delete certain songs.
To delete all of your DLC, go to the PS3 XMB menu, then select Game Data under the Game section. Select Rock Band Data by pressing the triangle button, then choose Delete and Confirm.
To reiterate, this will delete ALL of your DLC and exported songs, as well as all game patches. You will then need to go back to the Playstation Music Store and redownload all the packs of music that you do want still (you will not need to repurchase them, only redownload them.) Also be aware that you cannot select only individual songs from packs, you will need to download the entire pack, even if you only want a couple of the songs in the pack.
You'll also need discs to re-export some of your previously exported games (such as the original Rock Band) which are exported directly from the disc, not downloaded. Exports that were downloaded (Rock Band 2, for instance) can be redownloaded through the Music Store alongside your other DLC.
You will also need to redownload all of the game patches, which are stored in the same DLC file and therefore will be deleted when you delete the file.
Depending how much DLC you're wanting to keep on your system, this can be a rather time consuming process. Unless you're wanting to delete a large portion of your music library, it's much easier to just skip the songs you don't want to play.
An easy way to hide the songs you don't want to see is to utilize the 1 Lighter Rating Filter. Give any songs you don't want to see a 1 Lighter Rating, and then turn on the filter that hides those. They won't show up in your song list and will not be played during random song play.