I found this in a few different places around the 'net - hopefully it's helpful:
You Can Bypass the Recycle Bin On the Fly.
To bypass the Recycle Bin on a one-time basis, when you are deleting a file (or a group of selected files): - Press and hold down the shift-key while you press the del-key (or use the delete command). You receive the following confirmation-request message:
Are you sure you want to send <filename> to the Recycle Bin?
This is wrong Dani.. When you press SHIFT and DELETE on a file it says: "Are you sure you wanna remove XXXX???" cause you are BYPASSING the recycle bin
You posted the response you get when you
normally delete a file!
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