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1. Hit the terminal and go to the path of your USB stick, e.g.
cd /Volumes/USBStick
2. Delete existing Trashfolder
rm -rf .Trash
3. Create a new empty Trash file
touch .Trash
Next time you try to delete a file on your USB stick Mac OS will try to create a .Trash folder but won’t be able to because it already exists: A dialog will pop up the gives you the option to delete the selected files immediatly without moving it to the bin. … it feels like a dirty trick but it works :)
(Source: macgeekery.com)