Good thread. I'm playing with PB 6.0 under Ubuntu 10.04. Same issue with PB entries showing on splash screen after deleting brain files.
Solution for me: open the file manager to the directory (in Ubuntu, the file manager will show 'Home', under 'Places' on the top menu bar. Click on it)
Turn on 'show hidden files' option, under 'view', to see and access the PB directory
You will see a file in in the directory
Open this with an editor (I used LibreOffice)
Near the bottom of the file, are the entries for Brains displayed on the splash screen. Line references show 'Brain 0", "Brain 1" etc, with the name you've given to the brain in question.
Simply delete the offending line with the brain name that no longer exists.
Save the file, run PB, and the entry on the splash screen should be no more...
Not sure if it's possible to cross-ref this entry to the Linux forum, but I didn't see this thread there.