After you delete the message, make sure to open the Trash or Deleted Mail folder and delete it from in there too. If you’re using an e-mail program that syncs with your server, this will remove the message from there as well. If you’re using a program that simply downloads any new messages, but doesn’t sync them across all of your e-mail programs, there may still be a copy left on the server. If you’re not sure, check with your e-mail provider.