Select Mail | Preferences... from the menu.:
Go to the Accounts category
Highlight the desired POP email account.
Select the Advanced tab.
Make sure Remove copy from server after retrieving a message: is checked.
Select Right Away from the drop-down menu
Close the Accounts window
Click Save
Another way to remove mail:
When you have the Mac Mail window open go to bottom left corner and click on down arrow beside the wheelie 'cog' icon then click on info and wait.
You can then remove mail directly from the server
