This is by design the Recycle Bin only stores files deleted from hard drives, not from removable media, such as memory cards and floppy disks. It also doesn't store files deleted from network drives.
Your best bet in this case is to either restore from a backup (assuming this server is backed up) or get an admin on the server in question to try and use an unerase tool (such as data recovery wizard) to recover these files.
As for forcing windows to delete network files to the recycle bin - to my knowledge, this is not possible. The recycle bin is part of your users context, not the filesystems. What you are essentially looking for is the ability to delete a file by first copying it to your machine... which is illogical.
However, there are 3rd party tools which can accomplish this such as Network Recycle Bin Tool. However, for this to work properly, the client needs to be installed on all amchines that access this share.