Those aren't widgets, they are just shortcuts. Launcher Pro has the option to remove all of them. If you just want to remove some, but not all, I think the way to do it is to longpress on the home screen, select "shortcut", choose which app you want to make a shortcut for, (like the market), then when the "name" window pops up just delete the name, (like Market), so it's blank, and hit OK. Not sure if this works with the stock launcher, but works with Launcher Pro.