[X-Newbies] Deleting from server in Leopard Mail

[Thomas McDermott Jr]

Good evening,
    I was wondering if someone could help me out with an issue I am 
having in Mail.  Since upgrading to Leopard I decided to give Mail a 
shot since people I trust have raved about it...previously used Eudora 
and Thunderbird.  With those programs I was able to check my mail on my 
laptop and leave messages on the server until I got home to my main 
machine.  The key, though, was the ability to delete unwanted messages 
right then so when I got home those messages were no longer on the 
server.  I have played with the different settings in Mail..specifically 
in Advanced I have checked to remove messages from server when removed 
from my inbox.  I delete messages and then go to retrieve new messages 
hoping it would removed those marked for deletion.  The only time I am 
able to completely remove mail is be clicking on remove now...but it 
removes all messages.  Is this even possible to do in Mail? 

Thanks for your time

Tom