Is it all email, or just some? If it's just a few that are causing a problem, you could try logging into webmail and deleting them there. That would eliminate the problem being with your client communicating with the server.
You could try exiting your program & restarting the computer (if you haven't already)--just to be sure it isn't a screwy problem with the program (or Windows).
If you can delete the mail through webmail, though--and it doesn't come back--I'd think that it would be a problem with your client. Just a guess, though.
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