Backup exec treats those files almost exactly as it would a tape. So just like if you delete a tape from a media set, its not like the tape really disappears.
A couple of ideas come to mind.
Unless this is a one time backup, just set the job to overwrite, and put no overwrite protection on the media set that holds the bkf files. This way, Backup Exec uses the same files each time and although the space is always taken, you wont keep adding to the amount used.
Another thing you can do, if this is 9.x only, is to schedule erase jobs. It reduces the size of the file to a few kilobytes. If this is 8.6, you'll have to erase manually.