In PLAXIS 2D 2010, it seems the closed flow/consolidation boundary cannot be removed. Also when it is clicked, the closed flow/consolidation boundary seems not to be selected.
When you click the closed boundary (the thick black line) it is not highlighted, but it is selected though. You can then just press the [Del] key to remove it in the water conditions mode. Sometimes you are asked to select to remove a groundwater head and/or remove the "groundwater border". Please select the groundwater border then.
Another option is to double click the thick black line, and then select "Head". This will apply the head value of the general phreatic surface to that boundary.
This has been fixed since PLAXIS 2D 2011.00