Deleating Outlook Express Messages

When an E-Mail message received in the IN box of Outlook Express is deleated then deleating the message becomes complicated. Deleating from the Outlook Express Deleated folder only moves items to the ITEMS.DBX  file folder. This from a Google search.  How do I find the ITEMS.DBX folder? Then I assume that you just right click to delete these messages. Correct?  Now if I only desire to move selected items from the deleated items Outlook Express folder how do I do this. One at a time? Or must all messages be deleated. From Google it also says that to delete from the ITEMS.DBX file folder that you should COMPACT the messages. Why?  What I want to do is to delete messages from my computer! Not as simple as it should be!

Dimension 8250 Windows XP SP2

Sherr