Before you do this, backup your map file. Open your .map file in notepad or a similar text editing program. Do a ctrl+f search for
FileIndex_Entities. Under that, search for the file ID that represents the entity you want to delete. Delete that line, but memorize the ID number.
Now, search for
Entity Active="true" FileIndex="X", where X matches the ID of the line you deleted in the previous step.
For example, say I wanted to delete a paper pile. Here's the map file code
<FileIndex_Entities NumOfFiles="116">
<File Id="0" Path="entities/desktop/paperpile01/paperpile01.ent" />
........
........
........
<Entity Active="true" FileIndex="0" Group="0" ID="3207" Name="paperpile01_1" Rotation="0 -2.35619 0" Scale="1 1 1" Tag="" WorldPos="-12.8635 0 -19.9977">
<UserVariables>
<Var Name="CastShadows" Value="true" />
<Var Name="IsAffectedByDecal" Value="true" />
</UserVariables>
</Entity>
I would delete that first line under the <FileIndex> heading, as well as the entire <Entity></Entity> block of code, wherever it appears in the file (you may have placed multiple entities, so don't delete one and think it's over.
Good luck, and be careful with that file! One mistake and you may not be able to open your map ever again D: (until you fix it of course)