Completely remove some strange iTunes-purchased songs I do not understand why my iPhone recently gets some strange songs and I would like to delete them, completely. 

To remove them, I first locate these songs in my iTunes library. But when I try to delete them, I get this message before continuing:

These items will be hidden from your iTunes purchases.

What I am looking for is a way to completely remove those songs. So simply hiding them from itune does not suffice. Any idea how to do that?
Unfortunately their is no such way. For the U2 album Apple forced everyone to buy for free, there is a tool to completely remove it SOI-Removal Tool

The only option for your case would be to contact Apple Support in order for them to completely delete those purchases.