They are simply delightful. File Wipe
might be a place to start. You just need a program that can locate the files location, read the data storage info from the file header and write all 0's over the file and its respective back up locations. (all data is 1's and 0's)
Another useful tool is Unlocker
. This removes the file permissions so it can be permanently deleted, even if it is being accessed by another program. Careful with that tool, deleting a resource being used by another resource can have bad side effects.
Some full featured Security suites are better suited for dealing with downloaded content as it is usually written is several places simultaneously, and so deleting the file in your Download file may not effect the data still sitting the temp file for the specific browser you used, thus, most of the file or evidence of the file still exist, especially true when using torrent downloads given the nature the distributed source of the file.