Don't know why, but now my Delete key works the same as Shift + Delete which shows a 'Do you want to delete XXX permanently dialog. And it does not go through Recycle Bin anymore. How so?

I am using the Windows 8 x64 edition.

Update: My recycle bin setting is fine, that's why this is tricky. But the "Display delete confirmation dialog" check is checked and grayed out. That's one bit that is. The radio button of "Don't move files to recycle bin" is not checked.