This Deleted messages folder is a nice safety net in case you delete a message accidentally. It shouldn't stay there forever and consume valuable disk space, however.
Fortunately, Mac OS X Mail can automatically empty that folder when you quit the program.
Empty the Trash When You Quit Mac OS X Mail 1.0
To empty the trash automatically when you quit Mac OS X Mail:
- Select Mail | Preferences... from the menu in Mac OS X Mail.
- Go to the Viewing tab.
- Make sure Move deleted mail to a folder named is selected.
- Select Erase deleted mail when: Quitting Mail.
- Close the Mail Preferences dialog to save your new settings.