smile says:
protected void btnDelete_Click(object sender, EventArgs e)
    {
        for (int i = 0; i <= GridView1.Rows.Count - 1; i++)
        {
            GridViewRow row = GridView1.Rows[i];
            CheckBox Chbox = (CheckBox)row.FindControl("CheckBox1");
            if (Chbox.Checked == true)
            {
                select++;
            }
        }
 
        if (select == 0)
        {
            ClientScript.RegisterStartupScript(this.GetType(), "alert", "alert('Please Select Record to Delete');", true);
             
        }
 
        for (int i = 0; i <= GridView1.Rows.Count - 1; i++)
        {
 
            string AdNo = GridView1.Rows[i].Cells[1].Text;
           
            GridViewRow row = GridView1.Rows[i];
            CheckBox Chbox = (CheckBox)row.FindControl("CheckBox1");
            if (Chbox.Checked == true)
            {
                con = new SqlDbConnect();
                con.SqlQuery("delete from tblSetMarks where AdmissionNo=@AdNo");
                con.Cmd.Parameters.AddWithValue("@AdNo", AdNo);
                con.NonQueryEx();
               
                 
            }
        }
        ClientScript.RegisterStartupScript(this.GetType(), "alert", "alert('Student's Marks Deteleted Successfully');", true);
        this.BindSectionGrid(); 
    }
 Replace the above with the below code.
protected void btnDelete_Click(object sender, EventArgs e)
{
    int select = 0;
    for (int i = 0; i <= GridView1.Rows.Count - 1; i++)
    {
        GridViewRow row = GridView1.Rows[i];
        CheckBox Chbox = (CheckBox)row.FindControl("CheckBox1");
        if (Chbox.Checked == true)
        {
            select++;
        }
    }
    if (select == 0)
    {
        ClientScript.RegisterStartupScript(this.GetType(), "alert", "alert('Please Select Record to Delete');", true);
    }
    for (int i = 0; i <= GridView1.Rows.Count - 1; i++)
    {
        GridViewRow row = GridView1.Rows[i];
        Label lblAdNo = row.FindControl("lbl_AdNo") as Label;
        string AdNo = lblAdNo.Text;
        if (!string.IsNullOrEmpty(AdNo))
        {
            CheckBox Chbox = (CheckBox)row.FindControl("CheckBox1");
            if (Chbox.Checked)
            {
                con = new SqlDbConnect();
                con.SqlQuery("delete from tblSetMarks where AdmissionNo=@AdNo");
                con.Cmd.Parameters.AddWithValue("@AdNo", AdNo);
                con.NonQueryEx();
                //GridView1.Visible = false;            
            }
        }
    }
    ClientScript.RegisterStartupScript(this.GetType(), "alert", "alert('Student's Marks Deteleted Successfully');", true);
    this.BindSectionGrid();
}