When you delete an email using MWPro, it is deleted from the server, that is normal operation.
However, if you delete an email using MWpro, and it is then deleted from your email program also, this means you use IMAP in your email program, (which only mirrors whatever is on the mail server).
To get around this, I recommend that you set the account as IMAP in MWPro, then set it to not download read emails, this way, it wont show these old emails at all so you won't need to delete them.
You can change this within MWpro under Settings>>Accounts, click your email account, click the Incoming tab, and beside "Server Type:" select IMAP in place of POP.
Click save to save changes.
Then, for this account click, Settings>>Accounts, click your email account, and click the Incoming tab>>Advanced, and ensure that, "Download read emails" is not checked.