Like all Microsoft OS, when you delete any file or folder in Windows 7 it shows a confirmation dialog box so that you wont delete any file or folder by mistake.
Its nice because if you deleted any important file by mistake then you can roll back, but some users find it irritating as you need to click or go through one more step to delete file.
If you wanna disable it or looking for deleting file without any confirmation then here is the way, Right click on your Recycle Bin and click on Properties.
Now just uncheck the option saying Display Delete Confirmation Dialog,
That’s it, now you wont see any confirmation message while deleting files or folders