To remove a breakpoint under the cursor, click 
in the toolbar. Equivalently choose the menu command
Works > Expression > Toggle Breakpoint
or run the editor command
Toggle Breakpoint
.
Where you wish to remove one or more breakpoints without finding them in the source, choose Works > Expression > Edit Breakpoints , select a breakpoint or breakpoints in the Breakpoints list, and click Remove .
LispWorks IDE User Guide (Windows version) - 25 Nov 2011