Also, Ctrl-W, same thing, little quicker.
Sidenote: Sometimes--At least with me--when you change a brush-based entity back to a world brush, Somehow, it still exists in Hammer as a 'ghost.' You find this out by hitting ALT-P to toggle the 'check map for problems' dialog box.
Then, you click on the entity, and hit the 'goto' button. If your screen doesn't refresh and center on the entity, it's a 'ghost' and can be deleted.
Hope Helps...