Disabling Recycle Bin

I have disabled the recycle bin by setting the following registry entry:

HKLM\Software\Microsoft\Windows\CurrentVersion\Explorer\BitBucket
NukeOnDelete=1

but if I delete a file, the "RECYCLED" folder is created even though
the deleted file is not moved there.

If I Shift+Delete the folder is not created.

Is there any way I can stop this folder being created?

--
-Mike