I'm not sure I understand.
You have the messages app, and you have also individual icons for each email address. Now you seem to be saying that the email deletes from the individual email address folder but not from the messages folder. That doesn't make sense, so maybe this isn't what you are saying.
You maybe saying the new message alert icon is not going away even though all messages have been opened. If that's the case, take a look at the following. How do I reset my message counter to clear, or zero? - BlackBerryFAQ Posted via BlackBerryForums.com Mobile