You can configure Windows Live Mail to automatically clean up the messages located in the "Deleted items" folder at the end of each session. To enable this feature follow the below procedure:
- Click on File > Options > Mail
In the Advanced tab, you will find the "Maintenance and Troubleshooting"section
- Click the Maintenance button and it will open a new window
- Check the box next to "Empty message from the 'Deleted Items' folder on exit.
- Click on the Close button and then on OK to validate your choice.