I don't know what I did.  I'm new to AutoCad.  I'm using AC2006 and I had to rebuild my toolbars after losing them.  That took several hours, but eventually I succeeded.  Now I noticed that the DELETE key no longer functions.  ERASE works, but I have to select objects after clicking on ERASE.  I liked the DELETE, because I could select something, hit DELETE and be done.Can anyone tell me what I may have done?  I've looked through Options and Customize > Interface > Keyboard Shortcuts etc.  All to no avail, but I may have missed something.Thank You,Roger

Set the PICKFIRST variable to 1.
 
Other possibilities are discussed in the tip:
http://www.cadforum.cz/cadforum_en/qaID.asp?tip=3407

Ah, that solved it.  Thanks very much.