Private Sub cms_Opening(ByVal sender As Object, ByVal e As _
      System.ComponentModel.CancelEventArgs) Handles cms.Opening
        Dim mp As Point = DGV.PointToClient(MousePosition)
        Dim hti As DataGridView.HitTestInfo = DGV.HitTest(mp.X, mp.Y)
        If hti.Type <> DataGridViewHitTestType.Cell OrElse hti.RowIndex _
          >= DGV.Rows.Count - 1 Then
            e.Cancel = True
        Else
            cms.Items.Clear()
            Dim cn As String = DGV.Columns(hti.ColumnIndex).Name
            Dim nmi As New ToolStripMenuItem("Delete " & cn)
            nmi.Tag = hti.ColumnIndex
            AddHandler nmi.Click, AddressOf ToolStripMenuItem_Click
            cms.Items.Add(nmi)
        End If
    End Sub
 
    Private Sub ToolStripMenuItem_Click(ByVal sender As System.Object, ByVal e _
      As System.EventArgs)
        Dim mi As ToolStripMenuItem = CType(sender, ToolStripMenuItem)
        DGV.Columns.RemoveAt(CInt(mi.Tag))
    End Sub

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Alle Angaben ohne Gewähr. Keine Haftung für Vorschläge, Tipps oder sonstige Hilfe, falls es schiefgeht, nur Zeit verschwendet oder man sonst nicht zufrieden ist