How delete a file in mac os x?

How delete a file in mac os x with a keyboard key? In windows would be removed whit delete.
Thanks.

Finally a solution that makes sense!  I can't seem to make it work though. Here's what I've done so far:
Went to system prefs > keyboard > keyboard, checked "use F1, F2, etc.. as standard function keys.."
Went to keyboard shortcuts > Application Shortcuts, clicked on "+"
Selected  "Finder", entered "Move To Trash" (no ") and F12.
Tested it.  It  opened the dashboard instead.
Went back to "keyboard shortcuts", found F12 already assigned to open the dashboard, unchecked it.
Tested again.  After a short "beep", the last file in the folder became highlighted.  That's it.
Tried with F1. Same thing. Changed "Finder" to "All applications". Same thing.  "Help" doc was useless.
I can't figure out what I'm doing wrong.  If you do, please let me know.  Thanks a lot.
(Note: there is no check box next to the shortcut I created)

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