ths one is important:

"Just putting something into the Trash or the Recycle Bin doesn't actually delete it. You then have to *empty* the Trash or Recycle Bin. (Once a year, I hear about somebody whose hard drive is full, despite having practically no files. It's because over the years, they've put 79 gigabytes' worth of stuff in the Recycle Bin and never emptied it.)"

However, you can actually delete it totally by doing shift + delete. Alternatively, there is a way, if you sure, to tell Windows to bypass the recycle bin on every delete. Do be SURE you want this.

There are also programs which will not only delete, but will do 'wipes'...writing over the deleted files with a prescribed number of null characters.