How can I get rid of "Lost heads"?

In my first attempt to do something with git I used GitHub for Windows. As it is simple and quite primitive tool I decided to try SmartGit. As I was looking around I discovered I have leftovers over my tests - something called "lost heads". How can I get rid of this garbage? It seemed that

git gc --prune=now

or something similar should work, but nothing changed. I tried googling, but everybody was trying to do reverse thing - restore lost commits from lost head or something similar.