Delete messages instead of moving them to the junk email folder. In Mail, on the Home tab, in the Delete group, click Junk, and then click Junk E-mail Options. On the Options tab, select the Permanently delete suspected junk e-mail instead of moving it to the Junk E-mail folder check box.n Mail, on the Home tab, in the Delete group, click Junk, and then click Junk E-mail Options. On the Options tab, select the level of protection that you want.