You can set your options so that when you close your mailbox, the messages you deleted will be permanently destroyed. Doing so means that once you close your mailbox, you cannot restore the messages that you deleted.
Choose Basic from the Options menu.
The Basic Options dialog box is displayed.
Select "When I close the mailbox" under Destroy Deleted Messages.
To remove the confirmation notice that appears each time you close the mailbox and asks if you want to destroy deleted messages, deselect "Show confirmation notice."
Click OK or Apply to make your changes take effect.