Sounds like you are expecting the data files to automaticallly shrink, which does not happen unless explicitly set at the database level or requested on an ad-hoc bases.

Try DBCC SHRINKFILE

Use the TRUNCATEONLY option first, this should shrink the file providing the data you are deleting was more or less the last quantity of data that was inserted. Truncate will remove the free space from the end of the file and is instant, a normal shrink to a specific size will involve shuffle the data pages and this is very resource / time consuming.

For more info:

http://msdn.microsoft.com/en-us/library/ms189493.aspx

Rob