I wasn't suggesting that you just set the rating and stop at that point. Rather, that you use a rating of Zero to identify which files you want to delete later. So while playing a song, identify you don't want it, hit your hotkey or use the existing MC functions to set rating (I think there are hot keys already for that, not sure - search for keyboard hotkeys), then later using a Custom View that only shows files with a rating of Zero, delete them all in one go. Of course, before that, remove them from your backup drive, using a list from the Custom View to identify which ones to delete.
But if disk space isn't an issue, and you aren't sure that you really, really want to delete the files, it is very easy to create a Smartlist or View that only shows, for example, files with a rating of 3 or more. The Smartlist can be used directly, as it is like a dynamic Playlist. Take a look at the provided "4 or 5 Stars" Smartlist. Edit it to see what it is doing. Or a Custom View can be used to add everything in the View at that time to a Playlist for future use.
You should read up all you can on Views (creating and modifying), Smartlists, right click context menus, tagging and custom tags. Enjoying the learning curve. MC has some very powerful features.