You can not alter constraints ever but you can drop them and then recreate.
Have look on this
ALTER TABLE your_table DROP CONSTRAINT ACTIVEPROG_FKEY1;
and then recreate it with ON DELETE CASCADE
like this
ALTER TABLE your_table
add CONSTRAINT ACTIVEPROG_FKEY1 FOREIGN KEY(ActiveProgCode) REFERENCES PROGRAM(ActiveProgCode)
ON DELETE CASCADE;
hope this help