When I want to permanently delete a file, I use a software called
Eraser. Basically, it deletes the file, removes it from the file allocation table and overwrites the space with random data to prevent recovery. For critical deletion tasks, the process can be repeated for a given number of times. Eraser is both free and open source.
Most erasing utilities work by this logic. Do a
Google search for "file shredder" and you will find many similar programs, both free and commercial.
There's also a "File shredder" feature embedded in
Spybot Search & Destroy, the popular anti-spyware. You can find it under the "Advanced tools".