Try checking the form properties. There is an item called "Allow Deletions" (also allow additions, allow edits, etc. etc.). If that is set to "Yes", that that's removed that as a problem.
Next, if your form is based on a query with more than one table, you may be running into trouble, because it doesn't know which record to delete.
Finally, if you just have one table, make sure you have a primary key defined on the table..it won't let you delete without it (I don't think).
Hope this helps,
Birgit