No. You don't want that confirmation dialog removed (at least I certainly don't). That is a case where delete actually can mean delete where the files are gone.
The recycle bin is not reliable and you should not rely on it to recover from an accidental mass deletion. The recycle bin is limited in size and if too many files are deleted at once it will bump files from the recycle bin as it overflows.
If you trust the recycle bin so much then select every file in your library and delete them. See how many of them you are able to recover from the recycle bin. If your library is large enough you will lose files.
The UAC prompts in Vista are also a good thing. Computers are not omnipotent. They can't figure out what is best based on your feelings and context. They have to ask, and it is best for them not to assume.