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To fully delete emails that are still held in recovery mode, you must purge them. Your browser limits you to how many you can delete at any one time, however.
Select as many emails as you can (your email client will warn you when you have reached the limit), and hit the Purge button and then hit OK.
To read more on this gallery, visit the iGeneration column, where you can read more about migrating your email to Hotmail or Gmail.