Update-I have learned many things since this post and you need to restore to the latest firmware unlock and jailbreak to get itunes to recognize your iphone again. Also, you can only really sync movies and tv shows on 1 laptop unless you deauthorize it and authorize another laptop. Correct me if i am wrong.
If you have a PC you can use this little app I wrote to set your iPhone (not iPod) to a "universal" ID and your iTunes to the same ID. You can then just delete your songs off the iPhone directly from iTunes.
Of course you can already do that yourself by just setting the iPhone to manually sync, something my app does for you, but if you try to do it through the store it will erase your files on the iPhone first.
I know that you get updates that tell you the firmware update is available and after a while of avoiding to update meaning update unlock and jailbreak everytime it will not respond to your iphone until you use pwnage tool and dfu mode. Its fun.
There is an app called mobile finder in cydia. It allows you to browse your phone like windows explorer and allows you to copy, cut and delete files on your phone. Get that and search for the file in your phone (dont worry its there..just look)...however i dont think you should do this because this is not how the phone is designed to remove music. My advice is use itunes. if yu dont have itunes; get it and if yu cant get it forget it. Just bear with the song being on your phone