Files removed with rm remain on the disk until they are overwritten by other file or files. If you try to recover a file immediately after removal, you have higher probability of success. There are also foresinc tecniques to recover deleted files.
The GNU coreutils contains a tool that allows secure file deletion: shred. To delete a file with shred simply type:
shred -vzu filename
This will overwrite the file repeatedly and thus making it harder to recover.