There isn't an option to delete them. You actually have to delete a .cod file from the Java folder located in Program Files\Common Files\Research In Motion\Shared\Loader Files\<Handheld OS install file folder>\Java. I couldn't remember the name of it so that is why I removed my previous post.
That is the one I was looking at. I only saw the note about deleting the pre-loaded wallpapers. Unless I missed the text for the pre-loaded ringtones...
FYI.. some people have said that taking the tunes out stops some profiles things from being able to be edited. I have this problem but it may just be a 8130 thing.