How can I delete a record in a database without deleting it's related records?

I have a customer table and an order table and I want to give the user the option to delete a customer from the database without deleting that customer's orders as deleting the orders would mess up the statistics.

Each record in the order table has a field containing the customer number of the customer who made the order.

When trying to delete a customer from the customer table, I get the error "The record cannot be deleted or changed because table 'tblOrder' includes related records."

How can I delete the customer without deleting their orders?

I am using VB.NET in VS 2010

Thanks