WordPress 2.9 introduced compete new functionality called Trash. So, after this feature has been introduced by default it is not possible to directly delete posts, pages and comments, you have to move them to Trash first, and then delete them. This is of course helpful for novice users, but for some other users are are familiar with wordpress ones this is only an obstacle.
This wordpress plugin will add an extra option Delete Permanently for comments, pages and posts in wordpress 2.9 or higher. With this link added under options you can delete permanently to delete these items without moving them to wordpress trash which acts as a recycle bin.
Link To Trash Manager Plugin For WordPress 2.9 and higher