Deleted items, whether from inbox, sent file, or anywhere else, go to deleted items. If you go to deleted items and mark an item and press delete, it goes away completely. If you want to delete everything in deleted items right click deleted items and select empty deleted items folder.
To go through this in detail, open Deleted Items, highlight an item, and click delete

To delete multiple items, click on the first item, hold the shift key down, and click on the last item to be deleted, and all will be highlighted. Click delete to delete all marked items.

Regardless of whether you marked one message, or a number of messages, you will get this prompt and when you click yes, all will be deleted permanently.

To permanently delete ALL messages in your "Deleted Messages" folder highlight the folder in the left pane of Outlook Express, right click, and select "Empty 'Deleted Items' Folder"

Clicking "Yes" on this prompt will permanently delete all of the messages in your Deleted Items folder.

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