Assuming no nulls, you GROUP BY the unique columns, and SELECT the MIN (or MAX) RowId as the row to keep. Then, just delete everything that didn't have a row id:

DELETE FROM MyTable
LEFT OUTER JOIN (
   SELECT MIN(RowId) as RowId, Col1, Col2, Col3 
   FROM MyTable 
   GROUP BY Col1, Col2, Col3
) as KeepRows ON
   MyTable.RowId = KeepRows.RowId
WHERE
   KeepRows.RowId IS NULL

In case you have a GUID instead of an integer, you can replace

MIN(RowId)

with

CONVERT(uniqueidentifier, MIN(CONVERT(char(36), MyGuidColumn)))