You can think of deleteing a record from a data base as just setting a flag saying it's no longer available. You then need an external process to remove those records and rewrite/reindex/resequence the db without them.
With MS access, you have to do a compact and repair to free up the space used by deleted records. This is an item in the admin menu.
With MS SQL, it's a little more mystical. You need to adjust your logging and other options. MS SQL Server BooksOnline covers this in some depth. You should read up on it before doing anything as some of the options don't do what you'd think they would.