Well, how about we all remember this if it is helpful:

:hehe: "Don't use CM to delete assets!"? Programs that can delete files may not send them to the Recycle Bin by default, like Windows Explorer does. As a result, you could end up deleting a file or folder with files permanently.
If there is a folder in TS2009 where all of the DLS, etc. downloads go (i.e. like World\Dispatcher\downloads in TRS2004), then you could look up the folder for the asset in there, select it, then hit the "Delete" key on your keyboard. This will send your folder with files to the Recycle Bin, where you can recover them later if you need to.

If you really want to
permanently delete something, however, then you would hit the key combination Shift-Delete instead. I would not suggest doing this, however, as you may need an asset a while after you deleted it, and you can always clear your Recycle Bin later.
Regards.