In the unlikely event you need to delete all of the user defined snippets from CodeSnip you can use the Database | Delete User Database menu option, which will display the Delete User Database dialogue box.
There are very few use cases where you will want to delete the whole database, but one such case is where you want to move your snippets from a portable version of CodeSnip to a standard version, or vice-versa. For more information about this, see this FAQ.