I think Blitz3dSDK is not a managed library so you have to free all entities. I would recomend you to manage them using a class.
something like
and store all entities on instances of this class, so when then class is Collected, the entitie is free. You can call the delete method 'by hand' if you want to free an antity before the gc collector calls the delete method of the class.
something like
Type Tentity Field entity:Int Method Delete() if entity<> 0 then bbFreeEntity entity entity = 0 end Method End Type
and store all entities on instances of this class, so when then class is Collected, the entitie is free. You can call the delete method 'by hand' if you want to free an antity before the gc collector calls the delete method of the class.