Just noticed that Delete button in Nautilus of GNOME3 does not delete a file. Either Shift+Delete should be used to delete file completely or Ctrl+Delete for normal removal to Trash.
If you use Nautilus a lot and would like to get normal (old-style) behaviour, check out these post: http://www.khattam.info/howto-enable-delete-key-in-nautilus-3-fedora-15-2011-06-01.html
Basically you need to enable accels key editing in Gnome with gsettings (or gconf-editor), then reassign a button you wish and then disable change of accels key back (unless you want to have it permanently on, which I don’t advice, otherwise you might mess a bit by accident),