You can grab connections and drag them away to remove them... but the handle can be hard to grab sometimes.
I've not experienced the issue you are reporting. If I could reproduce it, I could look into it further.
If it happens again maybe I could get your site file and reproduce it on my end to debug what is going on. What OS and Dreamweaver version are you using? I could also use a screen sharing session with you once you have the problem to debug it directly.