A small but nice feature would be to add an alert when the user clicks on a button and nothing will happen, e.g. when you click on "Delete selected" but no record is selected. I've seen users confused by the fact that the button is enabled, but clicking on it have no effect.
A great feature would be to dynamically disable the buttons ("Delete Selection", "Export selection"), when no record is selected. An alert saying "Please select a record" would be good too.
Nicholas