I highly recommend not Disabling the "DELETE KEY" -- Consider yourself warned!

A Simple way to disable the Delete Key is :

In the ThisWorkbook module add this code:
Private Sub Workbook_Activate()
   Application.OnKey "{DELETE}", ""
End Sub
Save the workbook and re-open it --- Delete Key is now disabled.

This tells the application to do nothing when the Delete Key is pressed.....

Again, best advise is to not to use it! I would work out other strategies.....