When you download a Playlist from Dr Who, it attempts to find matching songs on your computer. If you already own the song it links to it. If it doesn't find a match it provides a 30 second sample and a link to Performer Store where you can buy the song.
You can just delete the Playlist to get rid of it (in current MC version (.131), sample songs are keep separate) - on the older versions of Dr Who the playlist samples mixed in (showed up) with all your other songs. In this case you would need to sort by "file name" and then delete the entries that have no file name/path (i.e. don't link to your audio storage).
If you just downloaded the Dr Who playlist and haven't made any other major changes to your library, you could do a "Library restore" to the time before you downloaded the Dr Who playlist.
