|"First what email program are you using?"|
It sounds like whatever it is, is installed in Windows and is not web mail.
Outlook Express is built into Windows.
Outlook is standalone bought program, or part of a bought Microsoft Office Suite.
Open Office is open source freeware similar to Microsoft Office and may have an email program built into it.
If you don't know, what program opens the email?
Is there more than one user on your computer ?
If yes, does that person or at least one person of those people save email on the computer too?
If yes, or in any case, do you get "access denied" or similar messages when you try to delete certain email ?
What program is this index in?
Most email programs that are installed on a computer have a feature where they save deleted email in a Trash or Deleted folder, or similar, rather than deleting it right away, because sometimes people make mistakes and delete the wrong email . With those programs, by default, you have to delete the email again in the Trash or Deleted folder or similar as well.
Or - look in the Help for the email program - there is often a key or key combo you can press to delete the email the first time without it being transfered to a Trash or Deleted folder or similar, or a setting you can change so deleted email never goes there.