@simsaladimbamba: First of all, thanks for your post and i'm sorry if my post is confusing.
It is indeed an USB flash memory thumb drive, but i don't want to recover deleted data from it. I actually put music on the USB thumb drive for my usb radio in my car. When I get tired of these songs, I want to put new songs on the thumb drive.
Let's say the thumb drive is 4GB. The songs on my USB thumb drive are 3,8GB. I delete all these songs and want to new music on it worth 1,8GB, i always get a message that the USB is full, even though i've deleted everything on my drive.
The only way to fix this, is by emptying my trash can. Why? I don't have a clue, it just doesn't make sense having to empty the trash can on your mac to free space on your USB thumb drive.
To the OS, be it Windows or Mac OS X, the kind of device you store things on (let's except CDs and DVDs from this) doesn't matter.
If the OS would behave like you want (not delete via Trash), then it would do so on all storage devices, like the internal HDD/SSd, an external HDD and a USB flash memory thumb drive.
Windows has the advantage of using the SHIFT key to delete files without the Trash (Recycle Bin), but Mac OS X doesn't have that functionality.
The Trash (or Recycle Bin) is a safe guard for deleted files, in case you need to recover some file. Only if you really empty the Trash, recovering is not possible via normal means. The same applies for a real life trash bin. You throw away a piece of paper you don't need right now, but later, you discover, you need the piece of paper. All you have to do is look into the trash bin. If you wold have emptied the trash bin into the trash container, recovery would be harder, as you have to go to the trash container and hope it is still there.
The Trash on Mac OS X can only work, if no data is actually deleted, thus no new data can be written over the "place" where the data in the Trash bin actually resides on. By emptying the Trash you tell the OS, it is okay to use the "place" the older and now completely deleted data used to reside in, as that place is now empty.
If the OS would behave like you want it to, putting files into the Trash would free up space (and the "places"), you could not recover data from the Trash, as it would be overwritten by the new data, thus making the existence of the Trash irrelevant.
I don't know, why it would be so difficult to use the key combo I provided or use the mouse to empty the Trash, as the Trash is there to safeguard data.
You could try this though, but it is more tedious as using the Trash and the key combo I provided earlier, but maybe it is not for you:
http://www.usingmac.com/2008/6/2/delete-files-without-going-to-trash-folder