Recylce Bin (Keeping users from permanently deleting files)

I had a semi odd request yesterday…

A user was deleting some files on his desktop and because of the size of all the files it did not send them to the recycle bin and after it was half way through the deletion he realized it was the wrong folder..

Is their a way to keep users from permanently deleting files.

I want all files to goto the Recycle bin first even if the recycle bin size is too small..

Thanks