You have to store the message, and the call expunge.
The store command looks like:
_CommandText = string.Format("{0} STORE {1} +FLAGS (\\DELETED)\r\n", CommandPrefix, sequenceNumber);
with CommandPrefix being the number of the call, and sequenceNumber the number of the mail message
The expunge command looks like:
_CommandText = string.Format("{0} EXPUNGE\r\n", CommandPrefix);