First of all turn off, and keep off, the "Preview Pane" by going to View/Layout and untick the "show preview pane".
Now when you left click a mail it will be highlighted but not opened. To delete a message left click on it and click on Red cross to delete it.
You have to double left click messages to open them with the preview pane unticked, which means you won't open a message before you delete it.
Hope this helps,