Depends on how irrecoverable you want to make them.
Enough to stop your grandmother: Delete the file.
Enough to stop someone who is tech-literate, but not that knowledgeable: Delete them from the Recycle bin.
Enough to stop someone who knows what their doing: Use a secure erase program like the ones mentioned above.
Enough to stop someone who is quite dedicated to getting that data: Compress the file, encrypt it and delete with aforementioned programs.
Enough to stop the CIA: The above, then smash the HDD until the platter itself is shattered into a million pieces and spread the remains over a couple square kilometers of forest :lol:
If you are really paranoid, turn the machine off (as in, power cord pulled out) for a day. Wouldn't want the file lingering in the RAM would we.