int of = dataGridView1.CurrentRow.Index;
            dataGridView1.Rows.RemoveAt(of);
            string str="delete from Table5 where IID="+of+"";
            SqlCommand com = new SqlCommand(str, con);
            SqlDataAdapter data = new SqlDataAdapter();
            data.DeleteCommand = com;
            //data.Update(ds);
            MessageBox.Show("删除成功!", "消息", MessageBoxButtons.OK);

只能删除dataGridBiew1的显示的数据，实际表里的没有删除,这里哪里有问题?

你后面写错了，给你个参考的：

this.da = new SqlDataAdapter(this.strSQL,this.myConnection);
            this.sqlCmdBld = new SqlCommandBuilder(da);
            this.da.Update(changedDataSet,tableName);

SqlDataAdapter 根本没连到数据库，有什么用。