This tip will be especially useful for anyone using SpamSieve together with Mail. After disabling Mail's Junk Mail Filtering to let SpamSieve do its magic, you can no longer 'Erase Junk Mail' to immediately delete your accumulated spam. Unfortunately, whenever you delete messages from your 'Spam' folder, they get moved to your Trash mailbox. If you're like me, you'd rather just delete this garbage immediately. To do so, select the messages in your Spam folder and choose Edit -> Cut (or just hit Command-X). The net effect is that the messages are deleted immediately. Enjoy your spam-free Trash! (This has only been verified using Mail 1.3.4 under 10.3.3.)
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040401222619313