If you are intent on actually removing the audio, try clicking Audio > Audio Management. That should be fairly easy.
If your goal is to just end up with a project SWF that has no audio, click Edit > Preferences > Project > Publish Settings and clear the "Include Audio" check box.
Helpful and Handy Links
Thanks - this will save me a lot of time. Audio Management (in 7, now) lets you select all and then remove the audio all at once.