Jeroen is correct.
Removing devices from the middle of a database is a very risky process. Why do to feel this is necessary?
Historically, disks, etc were small, so there are legacy databases out there that are constructed of many smaller devices (e.g. 2GB) and there is the need to 'concatenate' them into larger devices on SANs, etc now (remove/change segments, etc).
If you have such a database, it might be easier to migrate the data to a new database with the devices laid out the way you need them.
If you are only running out of space in your current database, however, then along with log dumps, etc you should be investigating other things, such as REORG/REBUILD etc to clean up deleted space and shrink tables to recover space, before you look into the more arcane stuff.
Chris