Do Not Send Deleted Files to Recycle Bin
If you are cleaning trash files and you are sure that you will not want to
recover the files, you can delete them without sending them to the recycle bin.
In Explorer, hold down the shift key as you right-click the file or directory
icon and choose delete from the context menu. When deleted, the selected files
will not go to the recycle bin and thus can not be
recovered except by a restore from external backup media.
You achieve the same result by holding down the shift key and dragging and
dropping an Explorer icon onto the Recycle Bin.
This tip applies to all versions of Windows including Windows NT / Windows
2000 and Windows XP.