Before you permanently delete a file at work, you should know that it could potentially come back to bite you in the butt. Check out this news story: "Police blotter: Ex-employee sued for deleting files."
According to the article, "The Computer Fraud and Abuse Act (CFAA) says whoever 'knowingly causes damage without authorization' to a networked computer can face civil and criminal liability. (It was intended to be used to prosecute computer hackers, but Congress did a sloppy job in drafting it.) ...the same logic applies to any employee who secure-deletes personal files from a work computer. A blog post from Bradley Nahrstadt, an Illinois attorney, says that 'simply labeling the information 'personal' and then deleting it would not, in my opinion, protect the employee from the full reach' of the CFAA."
Of course, permanently deleting files and e-mails requires more than just hitting the Delete key on your keyboard. "In most operating systems, 'deleting' a file removes only references to it in the directory structure but the file's contents can remain on the hard drive until they're eventually overwritten. Utilities like PGP, open-source programs such as Wipe, and a built-in feature in Apple's OS X called Secure Empty Trash can ensure the data has truly vanished."
So, what should an employee do to get rid of any incriminating evidence? "A better solution would probably be to save all personal files to a USB stick or portable hard drive that is not owned by your employer. Even better, use Web-based services for e-mail or bring your own laptop to work."