The rm command by default does not prompt you before deleting files, most people prefer it this way, you can however have rm prompt you by using the i option. To avoid using the i option each time you delete a file make changes to the .bashrc file.
To have rm ask you:
rm: remove regular empty file `fine_name’?
each time, append the following line to you ~/.bashrc file:
alias rm=’rm -i’
Open up a terminal window(Applications>Accessories>terminal on Gnome) andtry deleting any file, from now on rm will check with you before deleting 😉