Do you have Outlook Express setup to leave a copy of email messages on your ISP server. If so, when you delete the e-mail from your Outlook Express in box, next time you go to download e-mail OE will "kindly" download that message again for you.
Adjust these settings so no copy is kept and then it should be deleted off your ISP servers.
Select the e-mail account
Advanced tab, down near the bottom is the option to leave on your ISP sever.
Use a web site such as http://www.mail2web.com to access your ISP server and delete the message