Hi, I try the follow code:

1<asp:GridView ID="GridView1" AutoGenerateColumns="false" runat="server"
2       DataSourceID="CustomersDataSource1"
3       DataKeyNames="CustomerID"  
4       PageSize="10" AllowPaging="true" AllowSorting="true">
5   <Columns>
6      <asp:CommandField ShowEditButton="True" />
7      <asp:BoundField DataField="CustomerID" HeaderText="Cust #" SortExpression="CustomerID" />
8      <asp:BoundField DataField="CompanyName"
9            HeaderText="Company" SortExpression="CompanyName" />
10      <asp:BoundField DataField="ContactTitle" HeaderText="Title" SortExpression="ContactTitle" />
11      <asp:BoundField DataField="ContactName" HeaderText="Name"
12            SortExpression="ContactName" />
13      <asp:BoundField DataField="City" HeaderText="City" SortExpression="City" />
14      <asp:BoundField DataField="Region" HeaderText="Region" SortExpression="Region" />
15      <asp:BoundField DataField="PostalCode" HeaderText="Postal Code"
16            SortExpression="PostalCode" />
17      <asp:BoundField DataField="Country" HeaderText="Country" SortExpression="Country" />
18      <asp:CommandField ShowDeleteButton="true" />
19   </Columns>
20</asp:GridView>
21<code>
22
23Next, add the CustomersDataSource control to your page: 
24This is the tough part, so strap it in!!!
25
26<code lang="XML" linenumbers="false">
27<data:CustomersDataSource ID="CustomersDataSource1"
28   runat="server"
29   SelectMethod="GetPaged"
30   EnablePaging="true"
31   EnableSorting="true"/>

and when click delete, got error:

Line 1949:				
Line 1950:				// default exception
Line 1951:				throw new NullReferenceException("The entity object cannot be null.");
Line 1952:			}
Line 1953:		}