I am having problems getting secure delete to work
I have tried selecting individual files - I have tried highlighting them - all that I can do is get a message telling me that 0 out of 1 files has been deleted in 0.2 seconds
I assume that I am doing something wrong - but what ?

Does the box saying Operation Complete display 'Not Deleted - File is Resident in the MFT' next to the file name? If so then you are trying to delete a small file that fits entirely in the MFT. You will not be able to overwrite these files in the MFT.

If it doesn't, what does it say?

It simply says "Are You sure that you want to delete these x files ? Clicking YES will mean they are gone forever"
I click YES

Deleted 0 files in 0.05 secs
This is the same whether I select them or Highlight them
I must be doing something wrong - but what ?

I should tick the files to be deleted at the moment, and them select Secure Delete Checked. (If you highlight files and then aren't positioned over the files when you select Secure Delete Highlighted the files will not be deleted.)

Do you get the Operation Complete box? If so, what does it say after the filename?

How large are the files to be deleted?