How to stop showing "delete file immediately" when you drag your files in the Trash??
It is related to permission problem. You can try the following.
1.GO to Application -> Utilities, run (click) "Disk Utility" and run the "Repair Disk Permissions". Waiting for the process complete, you can restart your Mac and it should be fine.
If the above hints does not work fine, try the following.
Go to Application -> Utilities, run Terminal
type the following if you are administrator
rm -rf ~/.Trash
it will remove your existing Trash and recreate a new one which will fix the permission issue.