Finder Preferences, Advanced tab, - place a check in the box that says: "Show warning before emptying the Trash"
The problem I'm having is that the files won't go into the trash in the first place. They're immediately deleted.
Make any changes lately to your system or install any "cleaner" software such as MacKeeper or the like?
Are some of the files you were putting in the trash on a network share/drive such as a Time capsule or drive connected to an Airport? If I remember correctly those files would be deleted immediately while any files on local (directly connected) drives remain in the Trash till emptied.