Why can't I send my files to the Trash? When I try to delete some items, whether from the keyboard (Command+Delete) or by dragging to the Trash on the dock, I get a message informing me that I can only permanently delete the item. 

Why is that? How can I change that? (Is it a permissions issue?)
The Finder can't create or manage trashbins over network shares, and will tell you that.