Deleting Pages?

When I delete a page on the host site (by right-clicking and selecting delete) the file icon dissappears. Great, except that if I close down SmartFTP, open Internet Explorer and go to view the website, THE PAGE I'VE DELETED IS STILL THERE. I've searched on the local server, but the file has definitely dissappeared.
I've also tried deleting temp files in Internet Explorer...what's going on?