There is a question and an almost working answer here: Why doesn't Windows 8 prompt me "Yes" or "No" when I delete a File/Folder on the Desktop?
But when it comes to a folder or a file that requires administrative permission to be deleted, then no prompt is shown. To reproduce this problem, turn on the prompt on delete in the Recycle Bin settings (you can also turn it in the group policy, if you want). Then try to create a folder in Program Files, put a file in there, then try to delete this folder. No confirmation will be requested. My question is, how can I force Windows to show the confirmation box?
Update: this happens only, if I choose to delete a folder (or a file) from the menu. If I press Delete, there is a dialog/prompt.