As The Sack points out the Preview Pane option should be disabled; even just clicking on a suspect e-mail to delete it can set off a virus.
With the Preview Pane disabled you can highlight an e-mail and delete using the Delete button at the top of the page.
If you wish to read the contents of the e-mai, first highlight it.
Then click on Properties followed by the Details tab.
You can read the details about the e-mail and then, by clicking on Message Source, read the actual message. Cancel in the normal way and either keep or delete the e-mail as required.