I don't know if that worked with 10.2 Mail.app, but with 10.3 Mail.app you can drag messages to the dock's trash to delete them.
[robg adds: I'm not sure why you'd want to do this (hitting Delete seems so much easier!), but it does work...]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031105174054382