Recycle Bin
Mac OS X has a Trash icon at the end of the Dock. In general, it works exactly like the Windows Recycle Bin—and why not, since the Macintosh Trash was Microsoft's inspiration?—but there are a couple of differences. The Macintosh never auto empties it, for example. That job is up to you (the simplest way is to Control-click it, or right-click it, and choose Empty Trash from the shortcut menu).
The Mac never bothers you with an "Are you sure?" message when you throw something into the Trash, either. The Mac interrupts you for permission only when you choose File→Empty Trash—and you can even turn that confirmation off, if you like (in Finder→Preferences).
To put icons into the Trash, drag them there, or highlight them and then press c-Delete.
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