satish,
Take a closer look at my earlier query. The DELETE FROM Orders FROM Orders was actually not a typo, although I admit that the SQL syntax in this situation is extremely confusing. Here's your query:
DELETE FROM WTRDET
FROM WTRDET
INNER JOIN
(
SELECT Order_NBR ,Line_NBR, MAX(Ship_Date) as MaxShipDate
FROM WTRDET GROUP BY Order_NBR ,Line_NBR
) AS dt
ON WTRDET.Order_NBR = dt.Order_NBR
AND WTRDET.Line_NBR = dt.Line_NBR
AND WTRDET.Ship_Date < dt.MaxShipDate