In the GameData folder there might be a .gdb file that was used with the M3 and Z3 Challenge.
For example, the M3 Challenge that I have has three files associated with it
SIM_BMWOR.gdb, SIM_BMWOR.txt, and SIM_BMWOR_icon.tga
If you delete those then the option to select that class would disappear. The Z3 challenge would have similar types of files too.
The names of your files could be different if you have a different M3 challenge so you might have to open the various .gdb in notepad to see what class they are for.
Hope that helps