Question about notification when deleting a track

When attempting to delete a track I get a notification saying: Click OK to permanently remove the selected track(s) from the collection and hard drive. My question is: what collection, and more importantly, what hard drive? I do not want to remove the track from my computer hardrive, of course.

@MarkRiva where are you deleting the track from within Engine?

I deleted it from Engine, where else would I delete it from? Turns out it threw all deleted tracks off my computer to the trash. Not good.