The 2nd biggest annoyance in Windows Vista (the first being UAC) is the ability to delete the Recycle Bin. If you know how to bring it back it’s not a problem, but it would really nice to just not be able to do that. Through the Registry Editor, we can just avoid the problem all together.

1.) Open up regedit.exe through the start menu search or run box, and then browse down to the following key (might be easiest to search for it).

HKEY_CLASSES_ROOT\CLSID\{645FF040-5081-101B-9F08-00AA002F954E}

2.) create a new key called “Shell” on the left hand side, then a key named “Delete” under that, and then another key named “command”.
3.) Set the default value of the Delete key to “Delete”, and then set the default value of command to “rundll32.exe”.

This is creating a new function called Delete that replaces the current command on the menu. By setting it to run rundll32.exe, we’re eliminating any error message by running a valid process (that will immediately exit and the user will never see it).

The only visible change you’ll notice is that the Delete menu item will move above the Empty Recycle Bin item. Keep in mind you can still delete the Recycle Bin on the keyboard by hitting Delete on the keyboard.

Disable Deletion of the Recycle Bin in Windows Vista [How-To Geek]