First of all, make sure that you are using the latest version of Windows Live Mail.
To verify, please follow the instructions below:
1. Open Windows Live Mail.
2. Click on "Help" then choose "About Windows Live Mail."
Under the version field, it should show [
14.0.8117.416]. Otherwise, please download and install the latest version from http://download.live.com/.
After verifying, try the suggestions below for you to resolve your concern:
I. Open your Windows Live Mail program but do not open any messages, access Contacts, Calendar, News or Feeds.
II. Set Windows Live Mail to Offline Mode:
1. Click "File."
Note: If you cannot see the menu bar, in the upper right corner of the screen, click the “Menus” button, and then click “Show menu bar.”
2. Click "Work Offline."
III. Disable the Reading Pane:
1. Click "View."
2. Click "Layout."
3. Click "Reading Pane."
4. Uncheck the "Show Reading Pane" option.
IV. Navigate to the appropriate folders(e.g Sent Items, Deleted Items) in your email account, Outbox, and/or Storage folders(e.g. Sent Items, Deleted Items). Then delete the problematic messages.
V. Set the Windows Live Mail Compact counter to 1 (the default is 100):
1. Click "Tools."
2. Click "Options."
3. Click "Advanced."
4. Set Windows Live Mail WLM Compact counter to 1.
5. Click "Apply."
VI. Close your Windows Live Mail.
VII. Agree to the prompt when WLM is closed to Recover unused Disk Space.
Note:
Do not interrupt the process and wait for it to complete.
VIII. Open Windows Live Mail and set the counter back to its default (100) by following the steps seen in (V). Then configure your Windows Live Mail to work online:
1. Click "File."
2. Uncheck "Work Offline."
for more detail follow this-
http://www.windowslivehelp.com/thread.aspx?postid=376c9d41-c059-4249-8302-f0ebb3dc4881#376c9d41-c059-4249-8302-f0ebb3dc4881
http://answers.microsoft.com/en-us/windows/forum/windows_vista-windows_programs/windows-mail-cannot-delete-any-emails-from-any-box/98cb25d9-f276-44cb-8f51-9e89f5874000