Hi there. In Moodle 2.1 if you add a file from your private files to the course files it makes a copy - so deleting it from your private files won't affect the one on the course page. You need to delete that as well. In Moodle 2.3 this doesn't have to be the case as we can make shortcuts/aliases to files and so the behaviour you were expecting to happen can happen - see section 4 here http://docs.moodle.org/23/en/Working_with_files
Deleted private files still accessible from course site
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