E.g. to remove a vm called web2 from your host
Step 1: Shut down the vm if is is running
xm destroy web2
Step 2: Delete the config file
rm /etc/xen/web2.cfg
Step 3: Delete the auto boot symlink (if present)
rm /etc/xen/auto/web2.cfg
Step 4: Delete the lvm disks for the vm
lvremove /dev/xen-vol/web2-disk
lvremove /dev/xen-vol/web2-swap