A perfect illustration of the fundamental difference between Unix-like operating systems and Windows.
When you delete a file in Windows, the operating system by default asks you if you're sure if you want to delete the file, then stores it temporarily in the recycle bin, where you can retrieve it if you change your mind.
Unix, on the other hand, just deletes the file. You'd better be sure you want to delete it, because there's no getting it back once you hit enter.