If you have not already done so, please login to the web interface.
Click on My Lists and the click on the list name of the list you want to remove. You need to be a privileged owner of a list in order to delete a list.
Under List configuration, click on Close this list.
Next click on Remove List. You will then be asked to confirm this. Click on Confirm. Your mailing list will now be marked as closed and be deleted.