How to trash a file without move it to the trash?

Hello everybody, I'm new on OS X world. I've a question about the trash procedure.
If I delete a file from USB pendrive (to increase free space) it is moved to the trash icon on the dock.
Until I don't empty the trash, the file still use pendrive space.
It is possible to delete a file without move it to the trash?
Thanks in advance

It is, but only using a Unix command in the Terminal.  This is not a route that I like to recommend, as I've seen people mess up the command and do some real damage.
My first question is, why don't you want to empty the trash?  Note that you should not be storing anything in the trash that you are not ready to delete, for many reasons.  It's very easy to empty the trash without thinking about it, and nothing that is in the trash gets backed up by Time Machine (or most other backup software).  If you want a temporary repository for things you think are trash, make a folder on the desktop for that purpose.
Now, that said, if you still feel the need to do this and are willing to brave the wilds of the Terminal, type "rm" (without the quotes), add a space and drag the file onto the Terminal window.  Then hit return to execute the command.  That may not work for all files, since some files are actually folders in disguise and the "rm" command will not delete non-empty folders without some additional options.  In that case, you do "rm -rf" instead of just "rm"...  and hold onto your butt, since that command is extremely dangerous.  Mess up the file path you give that command and you could wipe your entire home folder or more.

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