You can delete files immediately without having them move to the Recycle Bin first. Simply follow these steps:
1. Click on the Start button and select Run 2. Type in 'gpedit.msc' and click OK 3. In Group Policy select 'User Configuration->Administrative Templates-> Windows Components->Windows Explorer' 4. Double-click on the 'Do not move deleted files to the Recycle Bin' setting 5. Select the Enabled button and click OK 6. Exit the Group Policy