datagridview row deleting

You need to override the UserDeletingRow event and add code to validate the delete.

The UserDeletingRow fires before the deletion, the UserDeletedRow fires after.
If you set e.cancel = true, the row will not get deleted.

Ask your user with a simple messagebox.

Private Sub DataGridView1_UserDeletingRow(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewRowCancelEventArgs) Handles DataGridView1.UserDeletingRow
        If Not MessageBox.Show("Are you sure?", "Deleting", MessageBoxButtons.YesNo) = Windows.Forms.DialogResult.Yes Then
            e.Cancel = True
        End If
End Sub

Oops, now an example in c#

private void DataGridView1_UserDeletingRow(object sender,
    DataGridViewRowCancelEventArgs e)
{
    DataGridViewRow startingBalanceRow = DataGridView1.Rows[0];

    // Check if the Starting Balance row is included in the selected rows
    if (DataGridView1.SelectedRows.Contains(startingBalanceRow))
    {
        // Do not allow the user to delete the Starting Balance row.
        if (e.Row.Equals(startingBalanceRow))
        {
            MessageBox.Show("Cannot delete Starting Balance row!");
        }

        // Cancel the deletion if the Starting Balance row is included.
        e.Cancel = true;
    }
}

http://msdn2.microsoft.com/en-us/library/system.windows.forms.datagridview.userdeletingrow.aspx

Why don't you disable deleting rows in that datagridview ?

Is there any property for that if so no problem for me