When you delete a file, Windows removes the reference to that file, but doesn't delete the actual data that made up the file on your hard drive. Over time, this data will be overwritten as Windows writes new files to that area of the drive.
This means that, given the right software, someone could reconstruct all, or parts of files that you've deleted. For privacy and security reasons, [COLOR="Red"]you can set CCleaner to wipe the free areas of your hard disk so that deleted files can never be recovered.[/COLOR]