Make sure that the physical volume isn't used by any logical volumes by using then 'pvdisplay' command:
# pvdisplay /dev/hda1
--- Physical volume ---
PV Name /dev/hda1
VG Name myvg
PV Size 1.95 GB / NOT usable 4 MB [LVM: 122 KB]
PV# 1
PV Status available
Allocatable yes (but full)
Cur LV 1
PE Size (KByte) 4096
Total PE 499
Free PE 0
Allocated PE 499
PV UUID Sd44tK-9IRw-SrMC-MOkn-76iP-iftz-OVSen7
If the physical volume is still used you will have to migrate the data to another physical volume using pvmove.
Then use 'vgreduce' to remove the physical volume:
# vgreduce my_volume_group /dev/hda1