Say you wanted to delete some confidential files so that no one is able to recover it, including that computer repair guy that you're going to send your PC over.
Here's the simplest tool to do it, and it's free.
Warning: Please don't use this method to delete your everyday files as it will be permanent! Only use it when you are 100% sure what you're doing.
1) Install Eraser, it will add a button to your right click menu.
2) Just right click any files that you wish to banish from this world, and click 'Eraser' -> 'Erase'
3) It will be gone forever and could not be recovered by any software, even commercial ones.