The following tutorial explains how to automatically delete files instead of moving them to the recycle bin in Windows. "Remove files immediately when deleted" bypassing the recycle bin. In addition you can remove the recycle bin icon from the desktop. I personally prefer this method as I don't like to go through a two step process to remove files from my system.
How to automatically delete files from Windows:
- From the Windows Vista Desktop, right click the Recycle Bin and select Properties
- Check the box that says: Do not move files to the Recycle Bin. Remove immediately upon deletion and click Apply

Remove files immediately when deleted
How to remove the Recycle Bin icon from the Desktop:
- From the Desktop, simply right click the Recycle Bin and select the option to Delete
