Header Problem

I have a custom header on my blog. When I updated it, I wanted to remove the old one. Since there isn’t an option to delete headers, I removed it using my FTP client.

However, WordPress still thinks there is a header image there, as I can see a bullet point with nothing next to it.

This image shows what I mean.

I am using WP 3.3.1 with the Mantra theme.

Thanks for the help.