How to make application stay after delete?

I have a headerless detail form that have a grid. right now, when I delete a record in the grid, the application closes out. I want the application to stay on the screen after I delete a record in the grid. How do I do that please?

The strange thing is if I delete all records in the grid then the application stays on the screen. But it closes if I delete just a few records in the grid

Thanks