How to make "delete key" ask me for permission

[Prehistoric]

Hello,
 
  I have just started with Linux lite. I have been using Lubuntu. I would like to ask you if is possible to set "delete key" in order to ask me permission "If I am really sure that I want to delete particular file". I had this setting in Lubuntu and I really miss it. I know that files go to bin but I would prefer request for permission even before file is moved to bin.
  I believe in your skills, my friends.
  Filip