Hi and welcome to bytes
You dont write which access version your using, however, In AC2000,2002,2003 you will find in your toolbar a button called relations. (Don't know where it is in 2007). In here you can see and edit the relations between tables, and their primary/foreign keys. If you can't find the relations button, search for it in help.
Locate the table you want to delete records from in the relations view, and note which tables it is related to.
Now you know which tables you need to delete records from as well. The error msg you get is telling you that there are related records in these related tables, that if you delete the record from the primary table, these related records will be "orphans".
Now if you (double) click the link between the tables, you can modify the link properties. Selecting "Cascade delete related records" will make access delete all related records when you delete from the primary table.
Id also suggest you do quick read up on "relational databases" (just google it).