How to I stop ubuntu making .Trash folder in each device

If you permanently delete something, it will not create a .Trash folder and put it there. To do this in Nautilus (the default file browser in Ubuntu), simply hold the Shift key while pressing delete. This will bypass the Trash, which is similar to the Recycling Bin in Windows and allows undeleting.

You can also add a Delete right-click command which bypasses trash in Nautilus. To do this, open Nautilus and select Edit -> Preferences. Then click the Behavior tab, and select "Include a Delete command that bypasses Trash".

Also, as Uri Herrera mentioned, you can empty the trash to remove it.

I too am one of those who have been bugged by this problem for a number of years ... unsatisfied with the existing proposals, I've recently taken the time to investigate a solution myself. If you can live with the fact that the following describes how to disable Gnome's trash globally (i.e. not only for removable devices), then the linked tutorial may just be for you.

Starting with the premise that I want the Trash to be gone system-wide, I've found that -- for the time being -- the only real solution is to create a custom-compiled version of libgio (» GIO) which is modified to call g_file_delete() every time an application calls g_file_trash().

For all technology savvy users interested in this solution: I've just recently posted a step-by-step guide on GitHub:

Globally disable GNOME's Trash in Debian-based distributions

I hope this is of (some) help to those who hate the Trash with the same passion as I do ...