You asked, "why is't my files still exist there after I format my hdd". I'm not sure what that is't means.
If you mean why your files do not exist after formatting, then that is proper. It may be that files still exist, but the important header information for each file will have been deleted, so the files cannot be accessed.
You then said you use recovery software. Again, that would appear normal. If you have formatted your hard disk then find you need to recover some files, then that is when recovery software comes in. It will attempt to rebuild the header part for each file, but the results can be patchy.
Is there a way to totally destroy the files on your hard disk? Yes. How you do it depends on how secure you want to be. The securest way is to physically remove the disk and smash it up into little pieces.
If you want to preserve the hard disk whilst destroying all data on it, look up utilities like DBAN or Killdisk on Google.
If none of this answers your question, please re-state it.
I have a formatted hdd and I install it with win xp. My question is, why is't my files still exist there after I format my hdd. I use recovery file software. Is there a way to totally destroy my files in hdd