My Macbook won't allow me to delete files that's in my trash! ㅠㅠ

Info about my MaBook
OS X Yosemite (Version 10.10)
MacBook Pro (Retina, 13-inch, Mid 2014)
Processor 2.6 GHz Intel Core i5
Memory 8 GB 1600 MHz DDR3
So basically my Macbook won't let me delete things off my hard drive. I'm quite new to MacBook (I got it a week ago) and I've just realised that when you have a hard drive, when you delete things off it, you have to drag it to trash and then "secure empty trash it." Whenever I do that "The operation can’t be completed because you don’t have permission to access some of the items" pops up and I don't know what to do!  
I haven't broken it right?
I don't know if this is useful but the hard drive I am using is "G-Technology G-DRIVE Mobile USB 3.0 1 TB External Drive - Special Edition," I got it from Apple... err here's the link - http://store.apple.com/uk/product/HF113ZM/A/g-technology-g-drive-mobile-usb-30-1 -tb-external-drive-special-edition?fnode…
I don't know if this is helpful either but I also re-formated the hard drive into ExFAT

You really don't need to do "secure Empty Trash." Just empty the Trash. If you don't have permission to access some items that means you shouldn't be trying to delete them or you are trying to delete a file you don't own.
If your external drive is used only on your Mac, then it should not be formatted ExFAT. It should be prepared as follows:
Drive Partition and Format
1. Open Disk Utility in your Utilities folder.
2. After DU loads select your hard drive (this is the entry with the mfgr.'s ID and size) from the left side list. Click on the Partition tab in the DU main window.
3. Under the Volume Scheme heading set the number of partitions from the drop down menu to one. Click on the Options button, set the partition scheme to GUID then click on the OK button. Set the format type to Mac OS Extended (Journaled.) Click on the Apply button and wait until the process has completed.
4. Select the volume you just created (this is the sub-entry under the drive entry) from the left side list. Click on the Erase tab in the DU main window.
5. Set the format type to Mac OS Extended (Journaled.) Click on the Security button, check the button for Zero Data and click on OK to return to the Erase window.
6. Click on the Erase button. The format process can take up to several hours depending upon the drive size.
Try restarting the computer. Then again try to Empty the Trash. Do you still get the error? What are you trying to delete?

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