If you want to delete a row in a DataGridView then you press the Delete button, assuming the grid is configured to allow deletions. Check the grid properties and that should be fairly obvious.

As for deleting the whole database, do you actually mean deleting all the data in the database or deleting the data file itself? Also, what type of database is it? You say that you're using Jet so I'm guessing Access, but the Jet provider supports other data sources too.