The 'Message Deletion' option gives you the option of either permanently deleting a message or moving the deleted message to the 'Trash' Folder in the 'folder sidebar'.
Click the 'Message Deletion' drop-down box to view the associated options. The options are listed below:
'Send deleted mail to Trash Folder': Select this option and click the 'Update Information' button at the bottom of the 'Mail Preferences' page. By selecting this option whenever you delete any message you get, the message is transferred to the 'Trash' folder in the mailbox folders.
'Remove Deleted mail immediately': Selecting this option will remove permanently the message you wish to delete. Deleting by this method is a permanent action and the deleted message cannot be retrieved.