Try this
$('#dg').datagrid('getPanel').panel('panel').attr('tabindex', 1).bind('keydown', function (e) {
if (e.keyCode == 46) {
var dg = $('#dg');
var row = dg.datagrid('getSelected');
if(row){
var row_index = dg.datagrid('getRowIndex', row);
dg.datagrid('deleteRow', row_index);
}
}
});