Why can't I delete these two emails from Apple Mail?

I use the Apple Mail (Version 3.6 (936)). It works fine except that I have had an email in my primary address since June and am unable to delete it. It is not spam, but was a daily email from a requested and safe site. All others I could read and delete. This one didn't open (or I got impatient at the time and tried to delete it while it was still struggling to open). But since then I cannot delete it. The color of the type changed when I marked it as spam to try and get rid of it, but that made no difference. It just will not be moved to any other folder (either spam or trash).

As of yesterday, I have a second email--but this one is junk and came to the junk folder. It will not move to the trash.

Does anyone know how I can get rid of these and what is causing the problem?