There are many different answers to this question and 99% of the answers are correct.

Here are a few of the main programs that i use to permanently delete files and folders from computers.

BCWipe, Some even say that BCWipe is such a powerful and effective tool to completely wipe data, that they won’t allow other staff to keep the software on their computer. I’ve used BCWipe in the past and it will 100% be certain that my private data cannot be recovered. And it’s actually very simple to install and start using in minutes.
http://www.jetico.com/wiping-bcwipe/

Window Washer – An Easy way is to Left click to select the file, then just press the delete key. It is true that this doesn’t remove the file from the hard drive, but it does take down the “fence” that protects it, so it can be overwritten. Make sure you empty the recycle bin afterwards – to do this, right click on the Recycle Bin icon, then select ‘Empty Recycle Bin.’
A program like Window Washer will make them inaccessible.

Use HDCleaner, it will overwrite n-times any file so it won’t be found even using recovery software, I’ve tried it and it really works, this app will erase the blank space in your hard drive, too.

Another one is “File Shredder“. Major Advantage of this is it’s right click context menu which makes it very convenient.
http://www.skipser.toolsbysk.com/p/2/p/how-to-securely-delete-files-permanently-from-your-computer.html