Delete without sending to Deleted Items?

[Lisa]

Is there any way to delete a message directly from the
inbox without it going into the deleted items folder?

The problem that exists is when I am working remotely and
there is a large message that I need to delete, it takes
forever for it to "move" from the inbox to the deleted
items and then AGAIN have to wait through the process of
deleting it from the deleted items. The large items have
a tendancy to slow my computer down by quite a bit.

ANY help is appreciated.