Have some files you don't want anyone to see? Or maybe it's just been a while since you've emptied your trash bin. The trash bin function is not a permanent delete but you can erase files off your Mac with this tutorial.
As of OS 10.3, Macs have had the "Secure Empty Trash" option in the Finder menu, which provides a pretty good secure delete option. However, if you're serious about securely removing files and you want to up your security, Permanent Eraser is very serious about doing just that, with an even stronger delete. You can empty your trash with Permanent Eraser by just running the app, or erase individual files, drives, or optical discs by dragging and dropping the item onto the application's icon (or by using the included Automator action). Permanent Eraser is free to download, requires Mac OS X. Windows users might want to check out the Windows File Shredder.