If you dont want to store your deleted files in the Recycle Bin; you can totally remove the Recycle Bin icon from your desktop.

How to do that...

1. Start->Run->regedit


2. Browse to HKEY_LOCALMACHINE\Software\Microsoft\Windows\CurrentVersion\explorer\Desktop\NameSpace
3. Delete the Recycle Bin string in the right hand pane...

You've done it...

Please be cautious while editing Registry. Any wrong key deleted will crash the Registry which in turn will crash your Windows.

Please post your comments......