So I recently just upgraded from Lightroom 4 to LR 5. Whenever I go to permanently delete files from my hard drive, I get a message saying "The files are on a volume that does not support Trash. Would you like to permanently delete them?" I click the button that says permanently delete files and it does delete them but it starts me back at the begin of the files im working on. Before I upgraded I never got this message and when I permanently deleted them, it would keep me in the same place on the files I was working on.
It is a funny thing on some drives. I have seen this and if I recall the solution was to create a folder on the drive with Lightroom and then remove it again with Lightroom.