Deleting folders and files from a drive doesn't really erase the data; it simply marks that space as free again. This means that files can be recovered fairly easily with the appropriate software.
If you want to really delete folders and files beyond recovery, use Disk Wipe. This simple, standalone application features seven different wiping methods that ensure a safe, total deletion of your sensitive files and folders. Take into account though that this tool is designed to erase full drives, not selected folders.
Using Disk Wipe is very easy: select the drive you want to erase and follow the steps in the program's wizard-like interface. You'll be able to choose the file system (FAT, FAT32, NTFS) and the wiping method (from a quick One Pass Zeros to the Peter Guttman method, that overwrites data 35 times).
Finally, you'll be asked twice if you're really sure you want to format that drive; a double confirmation that comes in handy to prevent accidents.
With Disk Wipe you can rest assured that the external drive or USB stick you've erased is completely clean and that those files cannot be recovered.