It sounds like since they're picasa photos they're synced with your Google account. Picasa is a photo service Google owns so if you go to Google's website on your computer, go across the top to more and then click even more you'll see a list of services and picasa should be on there. If you remove them from your album on there then they should disappear from your phone as well. Alternatively you can go into settings --> Accounts and sync on your phone and tap Google. Uncheck the box that says picasa and photos should no longer sync with it.