You can bypass that warning by pressing Command-Delete on a song instead, but still, that only removes it from the playlist, not from your library. Now of course, you could go out into your full library view and delete the item from there, but it’s handy to know that there’s a shortcut that’ll let you get rid of a song from within a playlist—Command-Option-Delete. Select a song and press that shortcut, and you’ll be able to move it right to the Trash:
And if you’re using iTunes Match, that shortcut will delete the song from your other devices, too, so it’ll be really, truly gone.
In my case, I had a playlist full of crap…I mean, music that I’d gotten from my old audio CDs approximately 27 million years ago. Because of that handy-dandy shortcut, I was able to clear all of them out in a second or two, without having to search for each individual song within my library. Bye bye, Pet Shop Boys.
I’m just kidding. Of COURSE I kept all of their stuff. PSB 4-eva.