Also, if you want to delete some mail but not necessarily all of it, you can highlight individual mails then hit delete and all the highlighted ones will disappear. To do this, if the messages are one right after the other - consecutive - highlight the first one then hold the shift key down and highlight the last one you want to delete and click. This will highlight the first one, the last one and all in between. If the emails on not right after each other - not consecutive - click to highlight one, then hold the ALT key in and click on the next one you want to delete and it will be highlighted, then go on to the next one you want to delete, keep holding the ALT key and click and that one will be highlighted. You can do this as many times as you want, then when all the emails you want to delete are highlighted, hit the delete key.

Like Laura said, don't forget your sent mail, but don't forget that you also have to delete your deleted items. Just right click on the deleted items file, then click on Empty Deleted Items Folder. It's important to remember to delete your deleted items. Terry has the hardest time doing that and sometimes he ends up with 8,000-9,000 messages in his deleted items file!