This method will remove specific Message from collection
of all messages. Although this method exists - you should
try not to use it. Reason for this is that you should
carefully add messages from mailbox to Messages
collection, and you shouldn't change this during
connection lifetime.
In UpdateMailbox
event, some messages may be needed to be deleted, because
user marked them as deleted. Still, you should physically
delete message file (or just this message from mailbox
file), so when user connects next time he doesn't see
this message. Since after UpdateMailbox contents of
messages collection will be destroyed (not deleted!), you
don't have to remove items manually.