By default pressing Del (delete) removes a file and moves it to the recycle bin, this is fine but it is still taking up space on the hard disk.
If you select a file and press ctrl-del you get the following dialogue box
If however you press shift and delete you get a different dialogue box this time you can permanently delete the file from the system.
Work in progress – files being deleted
The delete option is especially useful on external media such as flash drives where you actually WANT to free up space.