Datagrid doesn't delete row on delete key press

I made a WPF application and had a datagrid bound to a List<Table>.  I displayed the Name property of the table for each row. I used the CanUserDeleteRows option.  When I pressed the delete key, the row was deleted not only from the display, but my list.

Now I have refactored and I have a Dictionary<String,Table> instead.  I am displaying the Value.Name.

The Datagrid is displaying the proper information, but now when I press the delete key, nothing happens.

Is that how it is supposed to work, or am I missing something?

If I have to code the delete myself, how do I make that happen?