string Id = GridView1.Rows[e.RowIndex].Cells[your_current_colum_index].Text;
string s = "DELETE Product_Info where product_info.Id ="+Id+"";
BindGridData();
The error is not in
e.RowIndex. If you breakpoint the first line you'll see what I talking about.
So, I think the error is in
DataKey collection (is null). When you try to get the value from the element inside DataKey exception appears.
Hope it helps