Whenever you add an account to your phone or network your phone to another device it adds anything shared on that other device to your gallery so you can view them. Obviously you have to delete the file off of the device it is on to get rid of it or tell your phone to not sync with that device.
So you can do one of the following depending on how your phone is synced with your PC.
Go to your PC and tell it to stop sharing those particular photos (Change what folders are being shared to your network).
Remove the syncing between the PC and your phone (You can do this on either the PC side or the phone side).
Download and install another gallery app that allows you do ignore certain folders (Sort of like a delete but it only deletes the link, not the actual file).
Same thing goes with photos on facebook, google+ etc. if you link your account to them anything that you share on that account will be pulled into and viewed on the phone unless you go back and tell it not to.
