Follow the instructions found in this tutorial to permantently delete files found in the download library.
Deleting the file in this manner will permanently delete the file from the download library. If you would like to retain a copy of the file within the download library (but not display it on the site), choose 'edit file' and set the file's status to 'inactive'
Click on each section to expand for more information
From under 'Downloads' choose 'Delete Download'
Click the drop down menu from the 'Select File to Delete Menu'. Select the file from the drop down menu that you would like to delete.
Click on the 'Delete Selected Files' button