Openerp Version 7.0-20130923-231151

I needed to cancel a sales order so i cancelled the related delivery. In the delivery order in product line status it shows cancelled.

Now when i try to delete the sales order it show a popup Openerp warning.

Invalid Action!

In order to delete a confirmed sales order, you must cancel it. To do so, you must first cancel related picking for delivery orders.

Someone please guide me as to

1. Have i done the right steps.
2. Corrects steps to cancel a sales order in version 7.
3. Any other way to cancel related picking.
4. If it needs to be done from the database, would appreciate steps in detail.

Thanks Samson Harrison