Recently when I went to delete a file in the Finder, I was prompted with a dialog box warning me that the file would be deleted immediately. It appeared that this was only the case when I went to delete a file stored in my FileVault protected home directory. Deleting other files resulted in them being placed in the trash, as should normally be the case.
As it turns out, this was a result of a directory by the name of .Trash not being present in my home directory. To fix this:
Mac OS X Hints
http://hints.macworld.com/article.php?story=20060317195030935