How to completely delete a movie from my iphone?

I have an iphone 5s and it has iOS7.
I tried to download a movie today but I don't have enough storage so I cancelled the download but it still shows the movie in the video app under the movie section. I really don't want it there because I changed my mind about the movie anyway so I don't want it. Is there a way I can delete it completely. Like I never tried to get it at all? It was free by the way? I also have this problem with some songs too.

Connect your phone to itunes and from there you can delete it