You didn’t mention what email client or what version of the email client you’re using – I’m assuming some version of Outlook, as you said your OS is Windows Vista – so I added a few Outlook tags.
It sounds like you may be using IMAP instead of a POP account? Your emails may be on the server vs locally. I can’t recall the exact wording – but take a look under the View menu. There should be a Current View that allows you to hide messages marked for deletion.
For future questions, please provide more details about the software/version involved – so members can better reply. Thanks and welcome to IT Knowledge Exchange.