why can't my datagridview delete from datagridviewcolumnlink with event CellContentClick in vb.net

why can't my datagridview delete from datagridviewcolumnlink with event CellContentClick in vb.net?

I want to delete the selected rows with datagridview column link. I tried to click in the link column there was no event whatsoever but if I tried with the button event then it worked as the code below

Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click
        If DataGridView1.SelectedRows.Count = 0 Then
            Return
        End If
        If MessageBox.Show("Delete selected record?", "CONFIRM!", MessageBoxButtons.YesNoCancel) = DialogResult.Yes Then

            For Each row As DataGridViewRow In DataGridView1.SelectedRows
                DataGridView1.Rows.RemoveAt(row.Index)
            Next row
        End If
    End Sub

is there something wrong with my code please guide me

Thanks

 Private table1 As New DataTable
    Public Property AllowDelete() As Boolean = True
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        table1.Columns.Add(New DataColumn("Column1", GetType(String)))
        table1.Columns.Add(New DataColumn("Column2", GetType(String)))
        table1.Columns.Add(New DataColumn("Column3", GetType(String)))
        table1.Columns.Add(New DataColumn("Column4", GetType(String)))
        table1.Rows.Add("1", "1", "1", "X")
        table1.Rows.Add("2", "2", "2", "X")
        table1.Rows.Add("3", "3", "3", "X")
        table1.Rows.Add("4", "4", "4", "X")
        DataGridView1.ReadOnly = True
        DataGridView1.SelectionMode = DataGridViewSelectionMode.FullRowSelect
        ColDel.Visible = Me.AllowDelete
        DataGridView1.AllowUserToDeleteRows = ColDel.Visible
        DataGridView1.DataSource = table1

    End Sub
 Private Sub DataGridView1_CellContentClick(sender As Object, e As DataGridViewCellEventArgs) Handles DataGridView1.CellContentClick
        If e.ColumnIndex = ColDel.Index Then

            If DataGridView1.SelectedRows.Count = 0 Then
                Return
            End If
            If MessageBox.Show("Delete selected record?", "CONFIRM!", MessageBoxButtons.YesNoCancel) = DialogResult.Yes Then

                For Each row As DataGridViewRow In DataGridView1.SelectedRows
                    DataGridView1.Rows.RemoveAt(row.Index)
                Next row
            End If
        End If
    End Sub

As I said in the comment, use e.ColumnIndex to make sure the cell that the event was raised for is in the correct column and then use e.RowIndex to get the row to remove:

If e.ColumnIndex = 3 Then
    DataGridView1.Rows.RemoveAt(e.RowIndex)
End If