Those are showing directly from your Dropbox account. You should be able to select if you want to see those in your Gallery or not from the Dropbox Settings or in the Gallery app settings, but to delete those, you still have to use Dropbox (and making sure they are deleted completely, not just the local copy).
If the pictures are really not in Dropbox at all, then you can force the Gallery app to 'refresh' the contents by either rebooting your phone or clearing the Gallery App's cache in the Application Manager.