Open Applications->Utilities->Disk Utility and "Repair Permissions". You also have to be sure that you are not throwing away an OS X system essential file! OS X will refuse to delete those files, to protect you. Lastly, try to use the Finder's "Secure Empty Trash", this may help will stubborn non-esstential files.
Mac Pro Dual 2.8 Quad (2nd gen), 14G Ram, Two DVD-RW Drives, OS X 10.9.1
2006 Mac Book Pro 2.16 (first Gen) OS X 10.7.5
2TB Time Capsule, 2 TB
32G iPhone 4S Black, iPad (3rd Gen) 32G Black