There should be a box with nero and dvd decryptor for you to check to delete the image when done. If you dont see iyt you may need to update to a newer version...you can also right click the protected recycle bine and click on empty protected files and choose to purge all. As well you should defrag often if you back up alot of movies. some thing you could also do is go into my computer and right click the hd you are talking about and got to the drivres properties and do a disk clean up.
Normally I leave them on my hd untill I hev time to check and make sure everything went ok but I have plenty of space as well. As long as you use good media and good firmware everthing should be ok with the burn..
If you are putting things on your computer and then removing them all the time I would recomend that you make a good maitnance program for your self just to keep things cleaned up and in order. If you were to do this you would notice things run a little smother and things like defraging wont take as long.
Hope this helps some