By default, most files that you delete from your system are not physically deleted. Instead, they are moved to the Recycle Bin. This is so you can recover a deleted file if you later discover that you actually needed it. However, if you're sure that you truly want to permanently delete a file (thus bypassing the protection the Recycle Bin affords you), it's easy to do.
If you're using Windows Explorer (Windows 7) or File Explorer (Windows 8 and Windows 10), there are a couple of ways to delete a file. One way is to select the file (i.e., single-click the file name) and press the keyboard's Delete key. Another way is to right-click the file and select Delete from the Context menu. In either case, the file is moved to the Recycle Bin. If, instead, you want to permanently delete the file, just hold down the Shift key when performing the delete. The file is permanently deleted and not stored in the Recycle Bin.
There is a known problem in Windows whereby using the keyboard to do a Shift+Delete doesn't always permanently delete the file. This can be troublesome, especially if the file you're trying to delete is very large. There seems to be no such problem, though, permanently deleting the file by holding Shift and deleting the file via the Context menu.
You should also be aware that if you use the command prompt, any files you delete from there will not end up in the Recycle Bin. They will, instead, bypass the bin and be permanently deleted.
This tip (12430) applies to Windows 7, 8, and 10.
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