You cannot delete individual tracks from any iPod if it is set to sync automatically.
If you set it to manual management (in iTunes' iPod preferences), then you select the iPod in the source list at the left, which will show the iPod's contents at the right (no need to double-click or mess with several windows). Then you can select individual songs (or albums/artists if you turn on "Browse" view from the "Edit" menu), and just hit Delete on your keyboard to remove them.
Note the control-click mentioned by djSTP is for Macs that have only a single-button mouse attached, and does the same thing as a right-click.