-- First drop the existing constraint
ALTER TABLE [dbo].[REF_GROUPS_DATA_SECURITY_SETTINGS] 
DROP CONSTRAINT [FK_GROUPID]

-- Then recreate it with CASCADE DELETE
ALTER TABLE [dbo].[REF_GROUPS_DATA_SECURITY_SETTINGS]  
WITH CHECK ADD CONSTRAINT [FK_GROUPID] 
FOREIGN KEY([GroupId]) REFERENCES [dbo].[REF_GROUPS] ([Ndx])
ON DELETE CASCADE