If you have a lot in your Recycle Bin, that could be why you had the delay. If you do not need the files in the Recycle Bin, then you could empty the Recycle Bin to see how SAS runs afterwards.
Basically the files are not stored in the Recycle Bin, but only referenced there to be marked as deleted when you empty the Recycle Bin. Here's some more detailed information about the Recycle Bin at the link below that can help answer the last part. http://en.wikipedia.org/wiki/Recycle_Bin_(Windows