Have to delete the same place you created the move(s). Only thing is you better hope your opponent is not moving while you are trying to cancel it. 
cancel a pre-move
Sort:
immediate right click
When I saw the thread title & before I even clicked on it I just knew that you were like "oh s#*t, no, not that! Take back! Take back!! How do I do that!!?" It went exactly like that didn't it?
Right click.