To remove a message from the Message Header List:
Select the message for deletion.
You can drag to select multiple messages. Shift+Click selects several messages in a row by moving the highlight up or down the Message Header List. Control+Click selects discontiguous messages from the list, one at a time.
Choose Delete from the Message menu, or click the Delete button in the Toolbar.
The messages are deleted from the list.
Even if a message has been deleted, you can get it back unless you made your deletions permanent by choosing Destroy Deleted Messages from the Mailbox menu. See the following section.