Follow these steps.
Backup your GRUB configuration file which is in /boot/grub/grub.cfg which we will need if something goes wrong.
Open Terminal (Applications -> Accessories -> Terminal). You need to be the root. For that :
Now we want to edit the file. For that:
<span style="font-family: inherit;">gedit /boot/grub/grub.cfg</span>
You will get GEDIT window.
Now search for ### BEGIN /etc/grub.d/10_linux ###.
After that line you will see the items of your GRUB.
So if we want to remove Ubuntu, with Linux 2.6.32-30-generic from GRUB, Remove the red highlited line in the image.
You will now get the idea of removing items from GRUB.
Do as you like but be careful not to remove other lines.