Ok, I looked at the in game command keys, but I can't figure out how to destroy (my own) unit that I no longer want. The delete key doesn't do it.
I did find this http://screencast.com/t/q62dWCF1mx
but... in game, like an idiot I spammed out a ton of anti-air units, only to find the enemy didn't have any air, and I was at the unit cap. So it was kind of hard to go from there.