When I work with my Catalog I usually remove photos that I don't like using Alt-Shift-Delete (equivalent on right-clicking on a photo and clicking on Remove) which deletes them from Lightroom's list but doesn't touch the physical files on the disk. Once I'm done removing the images I don't like, is there a way to completely remove them somehow? It's possible to re-export the RAW files and delete the original folder, but it's a bit cumbersome.
The way I do it is to review my images in the Library module, and for any that I don't want to keep, I hit the X key to mark them as rejected.
Once I've finished reviewing, I can simply go to the Photo menu and choose "Delete Rejected Photos..."
This will remove the images from the Lightroom catalog and also the underlying image files from the disk.
If you want to permanently, irrevocably, and silently (without confirmation dialog box) remove images from Lightroom, use the Ctrl+Alt+Shift+Delete (Windows) / ⌘+Option+Shift+Delete (Mac) keyboard combination.
This deletes the files from disk, not just sending them to the Recycle Bin (or Trash Can, on Mac). Again, this is a silent operation.
See also these threads at forums.adobe.com:
Seems easier to have light room delete files from disk at the same time that you remove from catalogue. If you leave the original files on your memory cards during import then you have a back up if you delete something from catalog and then change your mind about it, provided you change your mind before overwriting the card of course.