Nikon D3X - Manual (Page 271)

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I
Deleting Individual Photographs
To delete the photograph displayed in full-frame playback or the
photograph highlighted in the thumbnail list, press the
O button.
Once deleted, photographs can not be recovered.
1
Select an image.
Display the image or highlight it in the thumbnail list.
2
Press the O button.
A confirmation dialog will be
displayed.
To delete the photograph, press the O
button again. To exit without deleting
the photograph, press the K button.
Full-frame playback
Thumbnail playback