Try using these keyboard shortcuts documented in Entourage help:
OPTION+COMMAND (Apple)+[ Delete the current message and display the
previous message.
====
OPTION+Command (Apple)+] Delete the current message and display the next
message.
====
CTRL+OPTION+[ Delete the current message and display the previous unread
message.
====
CTRL+OPTION+] Delete the current message and display the next unread
Message.
These are documented here
http://snipurl.com/25125
If you want to be able to change the default behavior, be sure to send a
feature request directly to Microsoft.
http://www.microsoft.com/mac/suggestions.mspx?product=entourage