Add option to remove file when clicking the x button

[CcMenta]

When you click the x button it only removes the entry (I don't know how should I call it) and the file remains on the system. I think when you press the x button it should give you a pop up that asks you that if you want to remove the file as well. The option to enable this pop up should be in the settings and be off by default or when you first remove an entry it gives you this pop up and an extra checkbox to never show this pop up and after that it only show up again if you enable it in the settings.

[giantpinkrobots]

Are you talking about torrents? Because yes, the torrent files do stay on the downloads folder when the download is cancelled. But with regular downloads it does remove those files. I did change that torrent behavior with a commit I'm currently working on locally, but if you're talking about regular downloads there's a separate problem.