I want to delete files from my hard drive as well when I delete them from IDM list. How can I do this?

IDM has delete from disk feature. Each time you try to delete a download from IDM list, you will see a dialog that asks if you want to delete an actual file from your disk as well.

Delete files from hard drive check box

If you do not see this dialog, please make sure that you use the latest version of IDM.

Delete 'bNShConfDelFrLstDlg' key value