If it is the current and only connection, then it cannot be deleted (the option on the context menu will be greyed out). It can be deleted if you have more than one connection of the same type - they will be numbered if this is the case.
I did once find some info from a site that suggested that you could delete a single solitary connection, but I have a feeling that it doesn't actually work. I'll see if I can find it anyway.
Forgot to add: if your reason for deleting the connection is because you made an error or you want to make a new connection to replace it, just make that new connection and then you can delete the original and rename the new one.
I do not wish to delete my connection that I have to the internet only the named Network that I made from my desktop to my laptop with the Wireless Setup Wizard in Control Panel, where the name is still showing that I wish to delete.
Not explained very well - apologies.
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