If your site is hosted on xara-online, login to your account there and open your webspace and locate the audio file, it should in the index_htm_files folder - select it, check mark in the box alongside the file name, and delete it by using the trash can icon or Del key on your keyboard.
You've not really given us very much information to go on but I think you are referring to this in the Media section of the Magix forums. Is that correct? Can you not delete the whole track from there? (I can see that it does not play, for some reason.)
If you cannot delete the track yourself simply post back and I, or one of the other moderators will delete it for you.