Files never deletable from a FAT external HD

When I delete any file from my FAT formatted eHD (I need to use it with both Windows and Mac) it is sent to a hidden folder on the eHD (.Trashes/501/) from which it cannot be deleted in Finder. The only solutions I have found are either to use Compost, which costs money, or to start Windows in my virtual machine, then mount the device, then display hidden folders, then delete the file. In a word, unacceptable.
This may not be an issue for a few files on a large HD, but if I want to delete GBs of data in one fell swoop, or if smaller deletions simply accrue over time, this invincible .Trashes folder becomes a huge problem.
Has anyone figured out a solution that does not entail paying money or starting a virtual machine simply to delete some trash for real?
Has anyone figured out the source of the problem? Is it just a problem for eHDs formatted to FAT, or have people using NTFS-3G/other also encountered this arguably most irritating facet of my Mac life?
Is it really almost 2011 and am I really not able to just delete a file from my eHD?

If one ever tries to delete the 501 folder containing the file, the process hangs and eHD cannot be unmounted without severing the connection by forcing Finder to relaunch.

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