Comment 14 for bug 118988

Actually exactly what you want is already enabled with
/apps/nautilus/preferences/enable_delete
configuration key (checkbox also exists in my nautilus preferences dialog).

The only thing you probably miss is Windows-like behavior where SHIFT-DELETE is
replaced with DELETE keyboard key and used to delete the file instead of moving
it to the Trash.

Look at this guide:

http://www.rolfs.no/2007/11/19/how-do-you-disable-the-ctrlt-%E2%80%98move-to-trash%E2%80%99-keyboard-shortcut-in-gnomenautilus/

It's about another shourtcut key, BUT after enabling the config
(.../enable_delete) you can replace the default SHIFT-DELETE with just DELETE
key (follow the guide and press DELETE twice: once to delete the previous key
and second time to set the DELETE key itself).
After that, pressing delete on any file/folder will bring the delete
confirmation dialog, after accepting it the selected items will be deleted
permanently.