How to: Prevent only selected files from going to the Recycle Bin when deleted
Solution:
Select the files, press SHIFT, right-click the selection, and select 'Delete'.
1) Open Windows Explorer.
2) Select the files you want to permanently delete without being stored in the Recycle Bin.
3) Press SHIFT, and right-click the selection of file(s). (A pop-up menu appears.)
4) Select 'Delete' from the pop-up menu. (A message appears, prompting you to confirm the deletion.)
5) Click 'Yes' to permanently delete the selected file(s).