I posted an answer on your previous question, which answered that - my answer being different from one of the others and explaining how to do it.
There seems to be some query on what you are using. If you are opening or reading on a web page, it doesn't really matter what you do, as until you download the actual mail, it cannot affect your PC in any way.
If downloaded, the answer given (right click, delete) is quite correct. Of course, that is assuming you are using outlook express - anything other than that I can't advise.