Unable to move Message iPhone

I just got an iphone 4 a few weeks ago and love it except for not being able to delete any emails from within the Mail application.
Whenever I try to do it I get the following message:
Unable to move Message
The Message could not be moved to the mailbox Trash
I have seen a few fixes where you go into settings and make sure to tap on the trash folder then restart the phone but none of them works. Any suggestions as Im tired of having to manually login to my mail server to delete emails.
Thanks
Paul
Iphone 4 iOS 4 Windows 7