Most PCs have at least some information that their owners would rather not share with the world: user names, passwords, financial records, work documents, whatever they might be. You could just delete a confidential file when you no longer need it, but this only removes a reference or two from your file system. The actual contents will remain on your hard drive (and accessible to any snooper with an undelete tool) until they're overwritten by something else, which could take weeks, months, maybe even years.
If you want to be sure that private files are gone forever, then, you need to use a secure deletion tool like Eraser. At the simplest level it can just overwrite a file before deleting it, which means there's nothing left for software undelete utilities to recover. But if you prefer to be thorough then you can choose to have your data overwritten several times, using various bit patterns, which scrambles it so securely that not even specialist data recovery hardware could restore the contents.
Eraser is supremely easy to use. At its simplest you can just right-click a confidential file or folder in Explorer, choose the Eraser option and have it securely wiped immediately.
An alternative is to set up a schedule to run secure deletions automatically. You might apply this to fully wipe the contents of your internet browser cache, the Recycle Bin, or even the unused space on your hard drive, which will destroy all previously deleted files.