Embedded SQL with cursor with delete

I'm using embedded SQL to process selected records from a file.

Optionally I want to delete some of the records and I'm trying to do it like
this:

Exec SQL  Delete From PCWSDET Where Current of MyCursor;

It bombs with SQL state 42828 which says "This SQLSTATE reports an attempt
to DELETE WHERE CURRENT OF CURSOR or UPDATE WHERE CURRENT OF CURSOR on a
cursor that is fetching rows using a blocking protocol."

The documentation I read says _not_ to specify "For Update Of" when deleting
only.

How do I tell it not to use a blocking cursor?

Thanks.