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#11
If you're really worried about how explorer is behaving, try using one of those alternative explorer shells. Many of them have extended controls which will allow you to force confirmation whenever you delete a file. You may even be able to customize that to only require confirmation on certain file types. I'm not entirely certain what you can and can't do, but I know some of them have advanced features.
Also, if you're looking for a better backup program you could look into entire system image backups options like Macrium Reflect. If you have the extra space on an external hard drive you can literally mirror your hard drive at regular intervals. Otherwise, there are many other backup programs that can simply create backups of specific locations such as your user folder on a regular basis. I'm sure if you asked you'd get some good suggestions.