Header Issues with Yoko theme

I have installed the Yoko theme: http://ww.wp.xz.cn/extend/themes/yoko and uploaded a couple of custom headers to start with. One of them had an issue with the file and would not display right so I looked everwhere to find the headers and delete them. I finally found them in wp-content/uploads/ and deleted the one causing an issue and then re-uploaded it. But for some reason it is not deleting the entry for that one under Appearance >> Header in The wordpress admin area. It shows like this: http://screencast.com/t/M9wuHS6YXBAY the one in the middle as a broken link. This causes problems when I want to use the “random” option for displaying images. I can not seem to remove it from there. How can I do this? The files are complete removed so it does not make sense that it would still be there. And this page does not offer a way to delete unwanted headers only add more. That makes no sense either. It’s just going to get cluttered with unused headers.