Choose (Overrides) in the top left dropdown box in your code window. In the right dropdown, scroll down to ProcessCmdKey and click it. It will fill in:
VB Code:
Protected Overrides Function ProcessCmdKey(ByRef msg As System.Windows.Forms.Message, ByVal keyData As System.Windows.Forms.Keys) As Boolean
End Function
but you need to be sure to process the event as normal after you're done with it:
VB Code:
Protected Overrides Function ProcessCmdKey(ByRef msg As System.Windows.Forms.Message, ByVal keyData As System.Windows.Forms.Keys) As Boolean
' do something with the key press here
Return MyBase.ProcessCmdKey(msg, keyData)
End Function
If delete is pressed, keyData = Keys.Delete