Download the Fundelete freeware to extend the protection of the Recycle Bin to files deleted from anywhere.

The Fundelete page begin with:

Although NT 4.0 provides a Recycle Bin, it is of very limited use. Only files deleted from the Explorer GUI end up being placed there. Any files zapped from a command window or from within a program are lost forever. Fundelete is a utility that replaces NT 4.0's Recycle Bin to provide full protection of files deleted from anywhere. Fundelete includes the same configurability as Recycle Bin's Properties dialog, including which drives should have protection enabled, and how large the Fundelete Bin should be allowed to grow. Fundelete also provides a filtering dialog that allows you to prevent files of specific extensions not to be sent to the Bin, such as editor backup files, and temporary files. You can also specify directories that will be excluded from protection.