The ungrouped folder within in your subscriber groups is a house for those subscribers who haven't been allocated to a subscriber group. These subscribers can be sent to when completing a mass mailing (to all subscribers) but not from the group 'ungrouped'.
You can remove these subscribers from your account by selecting the group (until the line goes solid green), scrolling down to the bottom of the page, selecting remove, then the option to remove from your account.
Removing these subscribers from your account will not unsubscribe these addresses, so if you decide that you have a home for these subscribers they can be re added to your account.
For more information on groups, please visit our 'How to...Groups' user guide.