Can you please give more of an idea on what you mean? Is it a word doc in an email, saved on the phone, accessed through a shared connection,...?
I have a saved folder that was created by the phone when I saved an email,it is currently under Applications. If you cannot find it, the click show all under the BB Menu button and look for a Saved Folder. Then you just need to highlight the saved item and there should be a RED X in the middle bottom of screen. Push that and it will delete what you saved, and only that item. You have to either do 1 at a time or highlight the ones you want to delete if you ever need to delete more than 1.