This will help show you how to fix the stuck undeletable email message problem in Windows Mail for all folders.
Installing the Microsoft KB941090 update will just fix the problem for now. You must stop the cause to prevent it from happening again. Read the section titled "FIRST" in this tutorial about antivirus and security programs to help prevent this from happening again, then install the KB941090 Microsoft Update in the section titled "SECOND" to fix and be able to delete the stuck message from the problem folder.