Apologies if any of this sounds patronising.
You need to press all at the same time, not in order. I prefer to hold Ctrl and Alt down with my left hand, then press Delete with my right. Some press all three at the same time.
Best practice is to use the Ctrl and Alt keys to the left of the space bar. Alt Gr often behaves differently, and the Ctrl on the right is missing from some keyboards.
Make sure you press the button marked "Delete", and not the backspace button (which most people just call delete
). It's usually near the key marked "Home", or on the 0 (zero) on the number pad (you may have to turn off Num Lock though).