Disable SHIF+DELETE

Sometimes we wonder how to disable Shift+Delete so that even if the key combination is used, the files always get to the Recycle Bin.

Unfortunately there isn't really a way to do this. You can disable it in particular applications, for example there is a registry hack to prevent it in Outlook, however I do not know of any for Windows Explorer.

You could use something like AutoHotKey to map Shift+Delete to Delete.
However, you would need AutoHotKey running all the time for this to work.
The AutoHotKey script to do this is as follows:

+Delete::
KeyWait Shift
Send {Delete} 

But it's not possible to guarantee that files end up in the Recycle Bin.  
Some files are too large. Or a user might delete too many files and a 
file that was recently deleted gets evicted right away.  Technically 
that file went to the Recycle Bin, but for practical purposes it did not.

The TweakUI Powertoy lets you customize certain key-bindings but 
Shift-Delete isn't one of them.

Delete the Recycle Bin Icon from the Desktop in XP

How to remove Recycle Bin Icon from Desktop
If  using XP Pro
Go to START > RUN
Type GPEDIT.MSC
Navagate to USER CONFIGURATION >ADMINISTRATIVE TEMPLATES >Click on DESKTOP,
On the right hand pane find " Remove Recycle Bin icon on the desktop " , double left click on it to ENABLE it.
Sorted!

If using XP Home
Either use TweakUI or make the change manually in the registry.
Create or modify the following registry entry
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\HideDesktopIcons\NewStartPanel
{645FF040-5081-101B-9F08-00AA002F954E}
 REG_DWORD 0x00000001