DataGridView - Allow User To Select One Cell And Delete It

I want to be able to delete records from my database and have this piece of code to do so:
Dim myConnection As SqlConnection
Dim myCommand As SqlCommand
Dim ra As Integer
myConnection = New SqlConnection("connectionstring'")
myConnection.Open()
myCommand = New SqlCommand("DELETE FROM player_table WHERE player_ID = 1", myConnection)
ra = myCommand.ExecuteNonQuery()
MessageBox.Show("Player Deleted")
myConnection.Close()
But I want let the user actually select one of the cells displayed and delete that.