I don't know if this is new to Leopard, or it's always been there, but I've recently run across some options that allows you to customize the behavior of your trash bin on the Mac. If you open a Finder window and go to Finder -> Preferences... in the menu bar, you can then select the Advanced tab. There are two options on here for emptying the trash. And if you ask me, the defaults are both set wrong.

The first option is called "Show warning before emptying the Trash". This is checked by default. If you uncheck this, you'll stop getting an annoying message every time you delete your trash.

The second option is called "Empty Trash securely". By default this is not checked. If you check this, emptying your trash will take a little longer, but you'll be protecting yourself and your data by securely emptying the trash every time. You'll no longer need to go up to the menu bar to perform secure emptying.