'columns' => array(
// All your columns here
// ...
array(
'template' => '{view}{delete}',
'class' => 'CButtonColumn',
),
),
It's enough :)
EDIT: above solution removes the button. The following disable it (by removing the link):
'columns' => array(
// All your columns here
// ...
array(
'template' => '{view}{update}{delete}',
'class' => 'CButtonColumn',
'buttons' => array(
'update' => array(
'url' => ''
),
),
),