The short answer is... you can't, at least not initially. DPlot is only reading X,Y,Z values from your input source, whether that source is a file, the Windows Clipboard, communication from another program, or the Edit Data command. This is not enough information to determine where the edges of the surface should be, or for that matter to determine whether your surface should have any interior holes. DPlot always creates a convex triangular mesh from X,Y,Z input, which for many applications is exactly what you want. It is of course possible that you will not want a convex mesh. In this case DPlot will have created triangles outside the desired limits of your plot. You have two options:
You can easily delete specific triangles to form the shape you want. View your data in 2D (rather than 3D) and for clarity ensure that Draw Borders is checked on the Contour Options dialog. Now select the Delete Triangles command on the Edit menu. Click on each triangle you want to delete. Triangles will be drawn in reverse video to indicate that they are selected for deletion. Click again on a triangle to deselect it. Once you've selected all of the triangles you want to delete, click the Delete button, or press Esc or click the Cancel button to abort the operation. Depending on the complexity of your grid you may need to first zoom in to the area of interest. You can undo these deletions with the Undo command on the Edit menu.
NOTE: If you subsequently use the Edit Data command to edit any existing points, delete existing points, or add new points, DPlot will re-triangulate a new convex mesh. If you save a DPlot file after deleting triangles, that information is preserved. However, if you save the data as Comma-separated values, when you re-read this file DPlot will again triangulate a convex mesh.
For a more persistent change to the plot shape than Delete Triangles provides, use the Define Boundary command on the Options menu. This command allows you to specify the endpoints of the line segments that form the exterior boundary of your surface. (You can also use this command to specify holes in your surface; for more information see the Help topic for Define Boundary). Unlike Delete Triangles, triangles deleted by this command will not be regenerated every time a new triangular mesh is produced. Another advantage over Delete Triangles is that the border may often be defined with many fewer points than there are triangles to delete.