Problems deleating files on external devices

Happy New Year to one and all!
I am hoping someone will be able to help me with the following problem.
When I'm using an external memory device (USB memory stick, iPod hard drive) and I delete the files on it using Finder, it doesn't free up any memory!
Am I deleting files in the wrong way? I either drag them into the Trash, or do apple-delete.
Can anyone help?
Many thanks!

What you mean with "I either drag them into the Trash, or do apple-delete" ?
The files at an External Drive stay so long until they deleted. Even if disconnect the drive. Before you disconnect the drive, delete the files in the Finder.

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Hardware Overview:
Model Name:          Mac Pro
Model Identifier:          MacPro1,1
Processor Name:          Dual-Core Intel Xeon
Processor Speed:          2,66 GHz
Number of Processors:          2
Total Number of Cores:          4
L2 Cache (per Processor):          4 MB
Memory:          6 GB
Bus Speed:          1,33 GHz
Boot ROM Version:          MP11.005D.B00
SMC Version (system):          1.7f10
Serial Number (system):          CK7XXXXXXGP
Hardware UUID:          00000000-0000-1000-8000-0017F20F82F0
System Software Overview:
System Version:          Mac OS X 10.7.5 (11G63)
Kernel Version:          Darwin 11.4.2
Boot Volume:          Macintosh HD(2)
Boot Mode:          Normal
Computer Name:          Mac Pro van Juko de Vries
User Name:          Juko de Vries (jukodevries)
Secure Virtual Memory:          Enabled
64-bit Kernel and Extensions:          No
Time since boot:          11 days 20:39
Message was edited by Host

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Problems deleating files on external devices

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