I think i asked this in the wrong place so sorry about that. Its getting a little frustrating (or whats the word) to reinitialize the whole program just to get rid of a few objects. I mean how hard it would be to simply allow the user to make a selection from the screen and then enything under that in any layer would simply be removed after the user presses the delete key from keyboard? Or maby not from any layer just from the active one…
Draw your objects on different layers. To remove one, you then select that layer and press Ctrl+N to clear it.
If you start to have more objects than layers, make sure that you draw intersecting objects on different layers. You can then use the Eraser brush to remove just that object.
ZBrush is built around the concept of the Pixol. When you snapshot an object to the canvas by selecting another object, changing layers, etc., the object becomes converted from polygons to pixols. This makes it possible for you to paint on and around the object using the many 2.5D and other tools that ZBrush has available. It also means that artists can create images like this one, comprised of what would total up to millions or even billions of polygons – yet still work in real-time the whole time.
This would not be possible if every one of those objects was able to remain re-selectable.
…Not working for me.
I only have one layer. Pressing cntl+n or selecting the clear button from the layer pallete does nothing.
Indeed, I am a newbie only going on day 3 with this app but these tuts tell me (as an example after creating a polymesh tool from a zsphere object) to clear the screen and then bring in your new polymesh tool.
What am I doing wrong?
You must likely still have your current tool in Edit mode. Disable edit mode and you will be able to clear the canvas/document. You can then select another tool to draw on the canvas/document and manipulate.
You can of course just select another tool while you have a tool in Transform or Edit mode, ZBrush will then ask you what you want to do, drop the current tool and select another or remain in your Transform or Edit mode.
…in your tools menu, your Polymesh is inside with a new icone 
So take it and redraw it anywhere you want, anytime you want with any textures or materials you want …etc
Have fun Zbrushing! 
Pilou