When I connect it to the computer, it shows in recycle bin files I deleted them. and when I disconnect this HDD the recycle bin empty. what's going on here ?
It's not "wierd", not even weird. Every HD, actually every partition, has its own recycle bin. Do what tgquan67 said.
The recycle bin exists on the drive(s) where the file(s) existed before you "deleted" them, not somewhere nebulous "in the computer" - this is the source of your confusion.