Be sure to right-click the Recycle Bin and check out its Properties. The default amount of space allocated for saving deleted files is 10%. You may want to rethink this if you have a modern LARGE drive. My drive E: is reserving 700MB for this function. Set it to whatever makes sense for your drive space. [I am running NT2000 and it allows setting this option per drive. Great! ]

One can also deselect the check box, Display Confirmation Dialog. When deselected, you are not asked whether you are sure you want to move a file to the Recycle Bin. You still get prompted when you attempt to empty the Recycle Bin.

Recycle Bin tips:

Disable file delete confirmation
Disable globally
Do Not Send Deleted Files to Recycle Bin
Rename
Set Size Limits