On the Buddy List page (click here) each friend should show a "remove" option (underneath favorite/unfavorite).
To get to the Buddy List page in the future, it's on the header of the sMail (click) page. You can find the sMail page under the "interact" tab in the navigation.
Hopefully that helped!
I second what Tribunal said above. Just make sure to refresh the page, as for me the names still appear there if I don't refresh. ;p and you don't want to remove more friends by mistake.
I really have to update my blog ObscureJourney and my review site BeingObscure. French speakers can read my reviews here.