That diagonal line is not a border so I don't think Charles' links will be much help to you. Instead, try the following:
Go to the Home tab and look for the last button on that tab which says Select. Click on it and then choose the Select Objects. This changes your selection mode temporarily so you can either click on the line directly or lasso the line (click and drag over the space where the line is sitting). Once the selection is made, you can use the Delete key to remove the line.

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Andrew Lockton
Chrysalis Design, Melbourne Australia