Cannot remove a hash
When I attempt to use the --remove parameter against a fgdump hash file, I get the message: Remove not supported in native hashfile-format mode.

Do I have to modify the file to only show Username:Hash or is there an easier way to do this?
cut -d: -f4 fgdump_file >ntlm.txt

or if you want to preserve usernames,

awk -F: '{print $1 ":" $4}' fgdump_file >ntlm.txt

and use --username
Sry. I didn't mention I am using Oclhashcat in Windows.
cut, grep, awk, etc for windows : http://sourceforge.net/projects/unxutils/ and http://gnuwin32.sourceforge.net/packages/coreutils.htm
Awesome, I didn't know that existed. Thanks.