Uhmmm
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tu code es raro, es como que quisieras forzar a que elimine la fila.
Con que manejador de base de datos estas trabajando?
Por si, este ejemplo es en VB con sql sever
Public Sub MyDataGrid_Delete(ByVal sender As Object, ByVal e As DataGridCommandEventArgs)
Dim deleteCmd As String = "DELETE from ra_de27 where Id = @Id"
adaptadorautores.Fill(ds, "ra_de27")
Dim myCommand As SqlCommand = New SqlCommand(deleteCmd, myConnection)
myCommand.Parameters.Add(New SqlParameter("@Id", SqlDbType.NVarChar, 11))
myCommand.Parameters("@Id").Value = MyDataGrid.DataKeys(CType(e.Item.ItemIndex, Integer))
myCommand.Connection.Open
Try
myCommand.ExecuteNonQuery
Message.InnerHtml = "<b>Registro eliminado</b><br>" + deleteCmd
Catch generatedExceptionVariable0 As SqlException
Message.InnerHtml = "ERROR: no se pudo eliminar el registro"
Message.Style("color") = "red"
End Try
myCommand.Connection.Close
BindGrid ()
End Sub