>> What you can do is add a Delete option (in addition to "Move to

>> Wastebasket") so you can "bypass" trash - in Nautilus select Edit >
>> Preferences then under Wastebasket on the Behaviour tab tick "Include a
>> Delete command that bypasses Wastebasket".

I added the delete option and it works.
I also found if you select a file, hold the shift and press the delete key, you get the same pop up wanting to confirm it is actually deleting and it will be permanently lost.
So I guess I'm OK now, just perplexed why it doesn't drop it in the Desktop Trash can.
I guess I have to remember that this isn't Windows.
Thank you!