IPhone users: deleting music off phone?

So I'm having some bad problems downloading and re-downloading some songs from my iPhone but wheneve I delete them off my phone I can still see them with a little cloud by them and when I'm outside with No Wi-Fi I csn delete the songs and they won't be highlighted to listen to the but when I came home they're high lighted again -.- help me?

Go to settings - music - then turn OFF 'show all music'