If you run into this problem, several things could be happening, so be on your guard. You could have OS 9 files in your Trash, say, from working in Classic apps, which OS X can't easily discard. Or, the files could simply be locked or still in use by some phantom program. Or, you may need to log in as the computer's administrator, which would give you greater control over certain files. The administrator account comes with Mac OS X's Unix foundation (this type of account is also present in Windows NT, 2000, and XP), but it's a new concept to most longtime Mac users, so it might be the last thing you think of when you have a problem.
No luck? You can also try moving the files into another folder, then rebooting into OS 9, which has more reliable garbage-emptying behavior. Then move the files back into the Trash and delete them. You may have to hold down the Option key when you choose the Empty function.
It's also possible that you simply don't have administrative access to your files. To find out, open System Preferences > Users. The Users dialog displays whether or not your account has administrative rights. If it doesn't, click the check box to make yourself an administrator (you will need to enter the administrator's password) and close System Preferences. The admin account isn't too different from a regular account, except that you have access to all files--including the pesky Trash.
Of course, many other, more complicated ways to clear files exist--by getting root access to your Mac, for example. But that kind of operation could cause more problems than it solves for the uninitiated. If you're curious, head to the Apple site and log in to the AppleCare Knowledge Base. Search on Permissions Problems and enjoy.
Show me how to cure my OS X installation terrors!
