When the OS "deletes" files, it doesn't actually delete them. All the OS does is make it so that block of space can be written over. Your files are still on the HD until it is "zeroed out" or a file is written over it.
If you are concerned about security, you should zero it out. If you are paranoid , you should do multiple passes. Be forewarned, it seems exponentially longer the more passes you do, one pass is usually good enough.