Welcome to my favourite OS X bugbear. I defy you to permanently delete some files without deleting others in the trash, or emptying the trash on a removable drive without emptying everything else along with it. I am sure it can be done via the command line, or with some third-party app, but for us mere mortals or people who expect it "to just work", there's no way that I can see.
Since everyone's afraid of the terminal i'll have to say it. CD to the directory, type rm filename; or, if it's a directory rm -d directory
Remember to put .app on the end of an application name and that it is treated as a directory(because it is!).