Mac OS X – “The operation could not be completed because the item is locked”

Have you ever gotten this annoying message while emptying the trash from the Finder menu:

The operation could not be completed because the item is locked

When I first started using a Mac, I would get this message, say a bad word, and then go hunt down the file and do a “chmod” on it or unlock it via Cmd-I in the Finder.  Then I discovered this:

Hold down the option key as you select “Empty Trash” from the Finder menu and OS X will delete the locked files without annoying you.