You can manually erase them in the file ~/Library/Preferences/com.apple.mail.plist
Find the section of the file which contains your SMTP-server info, for example:
<dict>
<key>AccountType</key>
<string>SMTPAccount</string>
<key>AuthenticationScheme</key>
<string></string>
<key>Hostname</key>
<string>smtp.uuu.com</string>
<key>ShouldUseAuthentication</key>
<string>YES</string>
<key>Username</key>
<string>user</string>
</dict>
Erase all this (including <dict> and </dict>) for each SMTP-account you'd like to remove.
cheers
Andreas