the "real" way to do it () is a registry key. It is a long key in the form of {xxxxx-xxxxx-xxxx-xxxx} or something, so i dont remember it off the top of my head. You could do a google search, although i bet tweakui would be a lot easier.
or instead of using tweakui or a registry hack that completely got rid of the ability to delete stuff for me.....go to run > gpedit.msc > administrative templates under user config > dektop and set the "remove recycle bin icon from desktop" to enabled....