Hi Appache,

Using this article i have created the sample.

Delete multiple rows from DataGridView based on CheckBox selection in Windows Forms Application using C# and VB.Net

Check this example. Now please take its reference and correct your code.

Namespaces

C#

using System.Data;
using System.Data.SqlClient;

VB.Net

Imports System.Data
Imports System.Data.SqlClient

Code

C#

public partial class Form1 : Form
{
    private const string ConnectionString = @"Data Source=.;Initial Catalog=Test;UID=sa;PWD=pass@123;";
    public Form1()
    {
        InitializeComponent();

        //Set Columns Count
        dataGridView1.ColumnCount = 3;

        //Hide the last blank line
        dataGridView1.AllowUserToAddRows = false;

        //Add Columns
        dataGridView1.Columns[0].Name = "CustomerId";
        dataGridView1.Columns[0].HeaderText = "CustomerId Id";
        dataGridView1.Columns[0].DataPropertyName = "CustomerId";
        dataGridView1.Columns[0].Width = 100;

        dataGridView1.Columns[1].HeaderText = "Name";
        dataGridView1.Columns[1].Name = "Name";
        dataGridView1.Columns[1].DataPropertyName = "Name";
        dataGridView1.Columns[1].Width = 100;

        dataGridView1.Columns[2].Name = "Country";
        dataGridView1.Columns[2].HeaderText = "Country";
        dataGridView1.Columns[2].DataPropertyName = "Country";
        dataGridView1.Columns[2].Width = 100;
        dataGridView1.MultiSelect = true;

        this.BindGrid();
    }

    private void BindGrid()
    {
        dataGridView1.DataSource = null;
        using (SqlConnection con = new SqlConnection(ConnectionString))
        {
            using (SqlCommand cmd = new SqlCommand("SELECT CustomerId, Name, Country FROM Customers", con))
            {
                cmd.CommandType = CommandType.Text;
                using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
                {
                    using (DataTable dt = new DataTable())
                    {
                        sda.Fill(dt);
                        dataGridView1.DataSource = dt;
                    }
                }
            }
        }
    }

    private void btnDelete_Click(object sender, EventArgs e)
    {
        if (MessageBox.Show("Are you sure you want to delete this data?", "Question", MessageBoxButtons.YesNo, MessageBoxIcon.Question) == DialogResult.Yes)
        {
            List<int> id = ids.Distinct().ToList();
            for (int i = 0; i < id.Count; i++)
            {
                using (SqlConnection con = new SqlConnection(ConnectionString))
                {
                    string query = "DELETE FROM Customers WHERE CustomerId = @Id";
                    using (SqlCommand cmd = new SqlCommand(query, con))
                    {
                        cmd.CommandType = CommandType.Text;
                        cmd.Parameters.AddWithValue("@Id", id[i]);
                        con.Open();
                        cmd.ExecuteNonQuery();
                        con.Close();
                    }
                }
            }

            this.BindGrid();
        }
    }

    protected static List<int> ids = new List<int>();
    private void dataGridView1_CellClick(object sender, DataGridViewCellEventArgs e)
    {
        if (e.RowIndex >= 0)
        {
            ids.Add(Convert.ToInt32(dataGridView1.CurrentRow.Cells[0].Value));
            dataGridView1.Rows[e.RowIndex].Selected = true;
        }
    }
}

VB.Net

Public Class Form1
    Private Const ConnectionString As String = "Data Source=.;Initial Catalog=Test;UID=sa;PWD=pass@123;"
    Private Sub Form1_Load(sender As System.Object, e As System.EventArgs) Handles MyBase.Load
        'Set Columns Count
        dataGridView1.ColumnCount = 3

        'Hide the last blank line
        dataGridView1.AllowUserToAddRows = False

        'Add Columns
        dataGridView1.Columns(0).Name = "CustomerId"
        dataGridView1.Columns(0).HeaderText = "CustomerId Id"
        dataGridView1.Columns(0).DataPropertyName = "CustomerId"
        dataGridView1.Columns(0).Width = 100

        dataGridView1.Columns(1).HeaderText = "Name"
        dataGridView1.Columns(1).Name = "Name"
        dataGridView1.Columns(1).DataPropertyName = "Name"
        dataGridView1.Columns(1).Width = 100

        dataGridView1.Columns(2).Name = "Country"
        dataGridView1.Columns(2).HeaderText = "Country"
        dataGridView1.Columns(2).DataPropertyName = "Country"
        dataGridView1.Columns(2).Width = 100
        dataGridView1.MultiSelect = True

        Me.BindGrid()
    End Sub

    Private Sub BindGrid()
        dataGridView1.DataSource = Nothing
        Using con As New SqlConnection(ConnectionString)
            Using cmd As New SqlCommand("SELECT CustomerId, Name, Country FROM Customers", con)
                cmd.CommandType = CommandType.Text
                Using sda As New SqlDataAdapter(cmd)
                    Using dt As New DataTable()
                        sda.Fill(dt)
                        dataGridView1.DataSource = dt
                    End Using
                End Using
            End Using
        End Using
    End Sub

    Private Sub btnDelete_Click(sender As Object, e As EventArgs) Handles btnDelete.Click
        If MessageBox.Show("Are you sure you want to delete this data?", "Question", MessageBoxButtons.YesNo, MessageBoxIcon.Question) = DialogResult.Yes Then
            Dim id As List(Of Integer) = ids.Distinct().ToList()
            For i As Integer = 0 To id.Count - 1
                Using con As SqlConnection = New SqlConnection(ConnectionString)
                    Dim query As String = "DELETE FROM Customers WHERE CustomerId = @Id"
                    Using cmd As SqlCommand = New SqlCommand(query, con)
                        cmd.CommandType = CommandType.Text
                        cmd.Parameters.AddWithValue("@Id", id(i))
                        con.Open()
                        cmd.ExecuteNonQuery()
                        con.Close()
                    End Using
                End Using
            Next

            Me.BindGrid()
        End If
    End Sub

    Protected Shared ids As List(Of Integer) = New List(Of Integer)()
    Private Sub dataGridView1_CellClick(sender As Object, e As DataGridViewCellEventArgs) Handles dataGridView1.CellClick
        If e.RowIndex >= 0 Then
            ids.Add(Convert.ToInt32(dataGridView1.CurrentRow.Cells(0).Value))
            dataGridView1.Rows(e.RowIndex).Selected = True
        End If
    End Sub
End Class