Deleting Songs in my Library

If I select a song (or multiple songs) in the library, right click and select remove, this removes the song(s) from the QMidi list - BUT DOES NOT DELETE THE SONG(S) FROM MY HARD DRIVE.

So I was under the impression that if I Option Click (Alt click) while selecting REMOVE that this would remove the song from the list AND the HARD DRIVE as well - this doesn't seem to be the case.
What am I doing wrong?

OK - I got it to work by selecting the files in the library and pressing:
Alt / Backspace delete (then selecting MOVE TO TRASH)

This however only moves the MP3 file(s) and not the associated CDG(s)
So I end up with a folder of floating CDG files ?

You're right, this can be considered a bug :-)

I wonder if there's an apple script to find all .cdg files (without an associated .mp3) :)