Adding to @P_Bartell, this situation brings up the topic of 'model hierarchy.' The presence of the squared term causes a hierarchy. X is present in X*X. As such, it is strongly recommended that you maintain the hierarchy. That is to say, If the X*X term is significant but the X term is not significant, keep both terms in the model.
JMP checks for such cases and warns you if removing a term will affect the hierarchy. JMP will allow you to proceed, but it is not recommended.