Why yes, I AM sure, that’s why I selected “delete” in the first place.  Now don’t get me wrong, I think it’s good to confirm things which may be questionable, such as “Are you sure you want to launch the ICBM?”.  However, deleting a file doesn’t really delete it.  It just puts it into the “Recycle Bin”.  If you really didn’t mean to do that, or have pangs of regret a few minutes later, you can get it back.  So why do we need to be pestered for confirmation of an undoable event?  Answer: We don’t, it’s just inane.

Here’s an excerpt from Tim’s UI Guidelines (coming soon to a theater near you):

Don’t pester the user.  Confirm actions that cannot be reversed, but otherwise allow the user to do what they want, when they want.

Microsoft? Are you listening?