Deleting issues from external drives

Okay so I have a big external hard drive that I hooked up to my Macbook Pro. I highlighted the files that I need to be deleted and hit Command+Delete. The files disappear but the free space doesn't go up. Am I doing something wrong? What's the correct way to delete files off of external hard drives with Macs?

You have to also delete the trash while the external drive is connected. It's a common mistake people make. Nothing is truly deleted until you empty the trash.