Deleting messages from server

I have check the "leave on server" option, "Delete messages when deleting
from Deleted items","Empty my Delete items when closing" and "Send and
receive on closing" in outlook 2003.

It worked properly but when i came back from holidays and I had to delete
more than 1.000 messages Outlook only delete messages from the Outlook folder
but not from the server.
I think it's something regarding time conection to the server or not enough
time on closing to delete and conect to the server on closing.

Is there any way to solve this?

Nerea