REMOVE RECYCLE BIN FROM DESKTOP...

If you don't use the Recycle Bin to store deleted files , you can get rid of its desktop icon all together.

go to Start -> Run -> Cmd -> regedit

and find this key-

HKEY_LOCAL_MACHINE/SOFTWARE/Microsoft/Windows/CurrentVersion/explorer/Desktop/NameSpace

Click on the "Recycle Bin" string in the right hand pane. Hit Del, click OK.
TO PERMANENTLY DELETE ITEMS ..SELECT THE ITEM AND PRESS SHIFT+DEL.