On the toolbar, click Delete. This marks the message you want to delete.
On the Edit menu, click Purge Deleted Messages to remove the deleted items from the folder. Once you purge a message, it cannot be recovered.
Notes
To restore a message that is marked for deletion on an IMAP server, on the Edit menu, click Undelete.
To automatically purge deleted messages, on the Tools menu, click Options. On the Maintenance tab, select the Purge deleted messages when leaving IMAP folders check box.
You must be connected for the deletions to occur; if you are not connected, the purged messages will be deleted the next time you connect.