Deleting form an album delets from that album and not from the library (or the computer) - if you want to delete from the library (and the computer) depress and hold the command and options keys and press the delete key - then empty the iPhoto trash (do not let more that 100 or so photos build up there) - and the system trash
All iPhoto Keyboard shortcuts are here - http://www.apple.com/support/iphoto/shortcuts/
To delete photos from events or photos view select the photo and press delete (or drag the photo to the iPhoto trash) - then empty the iPhoto trash (do not let more that 100 or so photos build up there) - and the system trash
Deleting Photos from an iPhoto Library:
1 - from an Event or the Photos mode: select the photo(s) and use the Delete key to move the photos to the trash bin. Then empty the iPhoto Trash bin as follows:
2 - from an album, smart album, book, slideshow, card, etc.: select the photo(s) and use the key combination of Command+Option+Delete to move the photos to the trash bin. Then empty the trash bin as above.
NOTE: deleting a photo from an album, slideshow, book, etc., with only the Delete key only deletes that photo from that item. Deleting a photo from an Event deletes ALL occurances of that photo in the library.