I may not be understanding the question correctly, but here is how you remove either whole folders, or particular desktop images from the System Pref "Desktop & Screen Saver":
Go to Hard Drive/ Library/ Desktop Pictures.
There you will find every folder and image that shows up in the Desktop & Screen Saver System Pref. I have completely deleted whole folders from there, and added many new desktop images (I have a dual LCD monitor setup, so I'm always looking for new dual monitor images).