Or you can use a simple shell script. Create a directory in your home directory called 'trash' (if you don't already have it, you may have one in ~/Desktop/Trash) then a simple script:
mv $1 ~/Desktop/Trash
Save it as 'del' or whatever, chmod it 755, then put it in your path (/bin, or /usr/bin is a good place). Then to use it:
will move it to the trash for you.