http://www.symantec.com/ Norton Systemworks 2003 came with Wipeinfo, which claims to permanently remove files from your hard drive. You can also use a "government wipe" which conforms to a DoD document on industrial security.

From the help file:
Wipe Info erases files or folders from your hard disk so that they cannot be recovered. On Windows 98/Me, Wipe Info also wipes the free space on your hard disk.
When you wipe a file, Wipe Info wipes the file and attempts to wipe any free space associated with the file and the file's directory entry.
When you wipe a folder, Wipe Info wipes all of the files in the folder, and then, if the folder is empty, it attempts to wipe the directory entry for the folder.
When you wipe free space in Windows 98/Me, Wipe Info wipes the free drive space, free file space, and erased file entries.
In general, you cannot recover files that have been wiped. Windows Me/XP System Restore can restore files that have been wiped if they are one of the protected file types. By default, many document types, such as .doc and .xls files in My Documents, are protected. Windows Me/XP System Restore maintains copies of protected files. Wiping the original file does not wipe the copy that Windows Me/XP System Restore maintains.
Wipe Info eliminates a file's contents from the disk, but does not remove the file name. While the file name remains on disk, it is no longer visible in Windows Explorer, and there is no data stored with it. On NTFS volumes, streams (alternate data that belongs to a file but is not stored with the file) are also wiped.