One of the best things about linux is that it doesn't baby you all the time about if you really meant to delete something or not. If they would just remove "trash" from all the desktops it would be even better.

If you delete it out of a shell without any augments "rm filename" it should ask you confirm with a "y" if you really want it deleted.

From a gui I can't help you, maybe someone else can.

if you're talking about at the command prompt, you can make an alias in your ~/.bashrc file:

alias rm='rm -i'

That will make it "interactive"-- prompting you to delete everytime you use the command.

I dont know about Red Hat 9 But in red hat Fedora core you can go into GNOME and right click on the trash and select a check box to get the prompt asking yes or no.