How to change color of Datagrid row on Delete Link Button Click in Datagrid

You can do the following by Injecting Javascript function on onClick of link button for a grid row.
 
For injecting JS, you need to use RowDataBound of GridView, something like:

protected void GridView_RowDataBound(Object sender, GridViewRowEventArgs e)
{ 
   DataControlRowType rtype = e.Row.RowType;  
   if (rtype == DataControlRowType.DataRow && rtype != DataControlRowType.Footer
       && rtype != DataControlRowType.Separator && rtype != DataControlRowType.Header
       && rtype != DataControlRowType.Pager)  
   { 
      // Highligh row on click of row
      e.Row.Attributes.Add("onclick", "Highlight(this);");
   }
}

Modify it for any event like mouseover or link button click, etc.
Try!