If you download all the messages later anyway, that does not make much sense. But if there are some messages that you don't desire to read anyway (and there are probably plenty of them, unfortunately), you can make Outlook delete them right at the server before it fetches them completely. This saves you the download time and the network bandwidth.
Delete a Message Without Downloading It in Outlook
To delete a message right away before even having downloaded it in Outlook:
- Highlight the message you want to delete in the Outlook folder.
- You can also highlight multiple messages by holding down Ctrl while selecting them.
- Click on the selection with the right mouse button.
- Select Delete from the menu.
The message or messages will be marked for deletion. The next time you press Send/Receive, Outlook deletes them swiftly from both the server and your Inbox.