Hi,
As Tony said, you probably have an alias set for rm, check your login shell.
For example, if you're using korn shell go to your home directory and edit .kshrc and look for the line alias rm=.... you will probably see rm='rm -i' where the -i(interactive) is set for security reason, in order to prevent you from deleting files without asking.
N.B.: have a copy of your .kshrc before editing.
Regards,
Christian