I have solve this problem. I had to use an alias name for the inner query. Don't know why but I have made the query run!! here is my updated query.
delete cc.* from customer_copy cc where cc.code IN
(select code from (select cu.code from customer_copy cu
INNER JOIN customer_copy1 cuc ON cuc.code = cu.code
where cuc.district=cu.district and cuc.city = cu.city and
cuc.name = cu.name and cuc.country = cu.country and
cuc.customer_grp1 = cu.customer_grp1 and
cuc.email = cu.email and cuc.fax = cu.fax and
cuc.house_number = cu.house_number and
cuc.name=cu.name and cuc.postal_code = cu.postal_code and
cuc.region = cu.region and cuc.street = cu.street and
cuc.tax_juris_code = cu.tax_juris_code and
cuc.tax_number1 = cu.tax_number1 and
cuc.tele = cu.tele and cuc.plant_code = cu.plant_code and
cuc.employee_code = cu.employee_code and
cuc.sales_district_code = cu.sales_district_code and
cuc.sales_office_code = cu.sales_office_code and
cuc.tax_number2 = cu.tax_number2 and
cuc.tax_number3 = cu.tax_number3 and
cuc.search_terms_1 = cu.search_terms_1 and
cuc.search_terms_2 = cu.search_terms_2)x);