I take it you don't want to format it? From Dos select the directory you want to remove and type in the command: deltree c:\"my directory"(my directory being the name of the directory you want to remove without the quotes). This will remove that directory and all subdirectories. You can remove the files using the windows file manager as well. If you want to leave the hard drive empty with little chance of anyone recovering anything, do a low level format with a utility that will write zeros to the hard drive. GWSCAN is a good one that will work on most hard drives. You will have to fdisk and format the hard drive after in order to make the drive usable.
Anyone dilligent enough can recover data once it's been written to the drive, using tools freely availabe on the net. If you don't want to format and use a zero fill utility (several times) as Tom suggested, then I would remove some of your files, then do a defrag. Them remove some more of your files, and defrag again. Do this as many times as is feasible. This will write areas several times, thereby decreasing the chances of data recovery.
There are a number of programs to do such a thing. A good one would be Delpart, that you can find down that page
WARNING: Delpart is the easiest and most complete way to erase a drive. It warns you once and only once about what it will do, so be careful! Use it only on a drive you want to completely erase, as you will not be able to recover any data that was on the drive prior to running delpart.
