How to delete orders in Magento e-commerce step by step Guide
by suing OrderBook Extension.

This extension will help you to deal with customer orders on the orderbook area like:

Delete Orders with any status
Select Orders with different status except closed on OPEN
Select Orders with Closed status on Close
Select Orders with status on OPEN in product view or edit page
Select Orders with status on Closed in product view or edit page
Select Orders by customer wise
Select Ordered Product by customer wise
By this extension you can see the orders for individual products in side the product edit/view page in magento admin (Backend).

for details please visit
http://store.modulesoft.in/index.php/products/manage-orders-by-orderbook.html