Recently, when I go for an update. There is update of kernel. However, since then , I have 2 more options, which are the 2 new version of Kernel and its recovery mode.
I do not know what to do with the Grub as I tried to "c" (Without the " ") and d or e.(Command-Line tried before, Delete a command , edit the command also)
Note: After i finish, I press Esc and there is nothing change. How should I save them. There is no "s" .(Without the " ")
Perhaps, there might be a better way to do. If there is , can anyone kindly say so.
Thanks.

You can remove them with the packet manager.
Synaptic will show you the kernels you have installed.

However - you should always retain one old kernel that you know works. It will have a regular boot and a recovery option... so will the new kernel, for a total of four menu items.

Even if Synaptic didn't show you the previous kernels (it had simply not removed them, but upgraded your kernel to a new version, thinking there is only one version left) you can simply remove the unneeded kernel files (note the version, don't remove your running kernel ) from under /boot/, and remove the corresponding sections from /boot/grub/menu.lst (or rather just run 'grub-update' as root - it does it automatically for you).

Note that if you have several kernels of same version, with different configurations, the modules might not work for more than one kernel. I usually keep two kernels, current and one older, so that if the current happened to not work, I could use the older one instead. And when you upgrade your kernel it's nice to know there's "backup" available for maintenance, if something goes wrong.

Personally I don't upgrade the kernel unless it's really needed. It just forces to reinstall video/wireless drivers in some cases, and causes headache, and gives nothing new if it works perfectly already before the upgrade. Only if you have devices that need newer kernel, or you want to change the configuration or something, you should upgrade the kernel.

Don't fix a working thing, unless it improves security.

Normally good advise... a bit harder to follow for users of closely maintained distros like Ubuntu.

When manually removing a kernel - remember to remove the source and headers as well (if installed) And you need to clean up the packet database.

It is cleanest to use the packet manager wherever possible in ubuntu.

Not at all, just add the kernel package to the list of packages that shouldn't be upgraded, in Synaptic or Adept or whatever one uses as the front-end.

So true. When you don't have a package manager in your distribution, you cry to get one, and when you have one, you cry to get it out Meaning that when there is no package manager, things get difficult when installing big/difficult software packages, and when there is a package manager, you're more or less forced to use it to keep things clean.

Do you just really want to remove the old Kernel(I generally keep them around and don't bother removing them), or do you just want to remove it from your grub list? Since I generally don't uninstall them, I just comment them out of my menu.lst with the # sign. This leaves a working kernel I can get to if something goes haywire, etc.

Just run sudo gedit /boot/grub/menu.lst from terminal, and use the # sign to comment out the old kernel...

Similar to below.. (Note the # sign before Title on the old Kernel and old recovery entry)