Instant Delete with Trash

Hi everyone,

I recently purchased a new MBP from the Apple Online Store and recieved and set it up without any problems. I'm running Lion, and while I've found other features that while I don't really like I don't think that they're problems, save for this one

Whenever I have a file on the desktop and I want to drag it to the trash, I can easily do so, however when I drop it in the trash a Finder warning pops up that says "Are you sure you want to delete "Filename" ? This item will be deleted immediately. You can't undo this action." And if I wish to delete the file, I have to click yes, and have it delete immediately

i.e. files won't "sit" in the trash until I empty the trash, they have to be deleted as soon as I drag it to the Trash icon. I can't even open the Trash window and drag in from there. I called Apple support and they had me restart, and resinstall Lion all to no avail. Something makes me think that this should be a feature that can be turned on and off because of that dialog box that pops up. I just prefer to let my files accumulate and then delete en masse, especially if I want to hold onto something a bit longer.

Any help would be appreciated, thanks!