In Nautilus (the Gnome file manager), when one deletes a file it goes in the recycle bin ... but sometimes, one does not want to use the recycle bin.
For instance, when deleting huge files, it's easier to delete the files directly without using the recycle bin.
There are three ways of doing it:
run the following command from the terminal
gconftool-2 --type bool --set /apps/nautilus/preferences/enable_delete "1"
and it will add an extra entry "Delete" in the contextual menu of Nautilus
Shift+Suprkeys on the keyboard.
rmcommand from the terminal.