Permanently delete emails?

freaky

OSXer
Can someone tell me how to permanently delete emails in Mail? Say I get some junk email that I don't want to have to sift through in my Trash. How can I get rid of it for good besides having to press delete then go to my Trash and click delete again?
 

freaky

OSXer
I tried holding Shift and Delete down while trying to delete a ton of spam that I was moving to a folder named "sh%t" but it just moved it to my Trash. :(

Any other ideas?
 
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