Solved: deleting files - where do they go?

This is probably a very basic question but I hope you will bear with me.

I am using XP and would like to regularly transfer files as a backup to a usb stick. As the capacity of the USB stick is limited, I will have to delete older backups when I run my scheduled transfer of new files. I usually have these files encrypted as they are confidential.
My question is where do they go if I delete them on the USB stick? Are they ending up on my harddrive or in the recycle bin of the harddrive from where they can still be retrieved later on? Do USB sticks have their own recycle bin or some area where deleted files slumber?
Any clarification re this would be greatly appreciated.

 

They go into the recycle bin on your desktop.

 

Files deleted from a usb memory stick do not go into the recycle bin on your desktop. Actually they don't go anywhere at all and could be recovered if not over written.

 

If they stay on the USB stick but no longer show up (when deleted), do I take it that they don't take up space either? By transferring new files onto to the USB stick, I guess they will be overwritten automatically?

 

Deleted files are just "marked" as being deleted and the space that they took, returned to the system as free space, meaning it can be used for other files.

 

Ok I am wrong is a usb stick not the same as a mass storage device?

 

Thanks guys for clearing this up