Deleted songs keep reappearing in iPhone library

I keep deleting songs (and one video) from my iphone, only for them to reappear again after reconnecting my device.

Not only that; when they do reappear, they're greyed out with a small dotted circle next to them. For the record, they're not actually on my phone, they are like ghost files.

Even though they are doing no harm, I'd really like to permanently delete them and never see them again - how do I do this?