Delete a li on "Order by" menu

This can also be used to remove options https://docs.woothemes.com/document/custom-sorting-options-ascdesc/

Can you explain me better?
I add this function in functions.php but nothing happen…

add_filter( 'woocommerce_catalog_orderby', 'custom_woocommerce_catalog_orderby' );
function custom_woocommerce_catalog_orderby( $sortby ) {
	unset( $sortby['menu_order']  );
	return $sortby;
}

Thanks but nothing change…
Maybe you not understand what I need:
I need to remove the first option in the “Sort by” menu, in the products archive page..

Before: https://dl.dropboxusercontent.com/s/oaiz3x1740bzfl2/2016-05-27%20at%2016.09.png?dl=0

After: https://dl.dropboxusercontent.com/s/mjus7oig32vs1ir/2016-05-27%20at%2016.10.png?dl=0

First option gone.

This is the code of my select, and nothig happens:

<div class="orderby-order-container">
			<ul class="orderby order-dropdown">

<li>
					<span class="current-li">
						<span class="current-li-content">
							<a>Ordina per <strong>Ordine predefinito</strong></a>
						</span>
					</span>

<ul>
						<li class="current">
							<a href="?product_orderby=default">Ordina per <strong>Ordine predefinito</strong></a>
						</ul>
</li>
						<li class="">
							<a href="?product_orderby=name">Ordina per <strong>Nome</strong></a>

						<li class="">
							<a href="?product_orderby=price">Ordina per <strong>Prezzo</strong></a>

						<li class="">
							<a href="?product_orderby=date">Ordina per <strong>Data</strong></a>

						<li class="">
							<a href="?product_orderby=popularity">Ordina per <strong>Popolarità </strong></a>

													<li class="">
								<a href="?product_orderby=rating">Ordina per <strong>Valutazione</strong></a>

Is this custom to your theme? WooCommerce uses select box, not UL list.