Running CCleaner 3.11.1550 under XP SP3 did something rather strange the first time I ran it. Using the Run CCleaner from the Recycle bin icon, it evidently tried to clean it but the icon didn't change - still showing that the recycle bin had some files in it. When I opened the recycle bin at that point it did appear empty. But the "Empty the Recycle Bin" choice from the Recycle Bin icon was not greyed out. When I tried that, it asked if I wanted to permanently delete "Window". That was a bit scary, so I didn't proceed. I checked the Recycle Bin using Windows Explorer (I'm set to view hidden and system files) and it appeared empty. A manual 'analyze' run of CCleaner did not show the recycle bin so it evidently thought it was empty.
The next day, I deleted some files, and manually emptied the Recycle Bin. From that point on, CCleaner seems to be working as I expect it to - deleting anything in the Recycle Bin and the icon changes from 'not empty' to 'empty'.