SQL delete command?

SqlCommand Command = new SqlCommand(
                   "DELETE FROM excludes WHERE word='@word'" +
                     conn);

should be replaced with

SqlCommand Command = new SqlCommand(
                   "DELETE FROM excludes WHERE word='@word'",
                     conn);

Also try by removing single quotes as suggested by others like this

SqlCommand Command = new SqlCommand(
                   "DELETE FROM excludes WHERE word=@word",
                     conn);

Try removing the single quotes. Also why are you concatenating your SQL string with a connection object (.. word='@word'" + conn)???

Try like this:

try
{
    using (var sc = new SqlConnection(ConnectionString))
    using (var cmd = sc.CreateCommand())
    {
        sc.Open();
        cmd.CommandText = "DELETE FROM excludes WHERE word = @word";
        cmd.Parameters.AddWithValue("@word", word);  
        cmd.ExecuteNonQuery();
    }
}
catch (Exception e)
{
    Box.Text = "SQL error" + e;
}
...

Notice also that because the connection is wrapped in a using block you don't need to Close it in a finally statement. The Dispose method will automatically call the .Close method which will return the connection to the ADO.NET connection pool so that it can be reused.

Another remark is that this IncludeWord method does far to many things. It sends SQL queries to delete records, it updates some textboxes on the GUI and it binds some lists => methods like this should be split in separate so that each method has its own specific responsibility. Otherwise this code is simply a nightmare in terms of maintenance. I would very strongly recommend you to write methods that do only a single specific task, otherwise the code quickly becomes a complete mess.