Set your phone to sinchronize your contacts with your PC (if not already set), and sync them. Then, start Outook on your PC, go to the Contacts tab, select the contacts you want to see excluded from your phone's internal memory, and delete them (either go to 'Edit > Delete', or 'Ctrl-D', or simply 'Del'). Now, re-synchronize your phone with your PC. I suppose ActiveSync on your phone will automatically delete the contacts you have excluded from Outlook on your PC.
Hope it works for you.
Cheers! Carlos