Download and install this hotfix, with Windows Mail not running:
http://support.microsoft.com/default.aspx/kb/941090
Although it's labelled as for mail stuck in the Outbox, it also works in
other folders. If you don't know whether you have a 32-bit version
of Vista or a 64-bit version, try the hotfix for the 32-bit version first.
Certain common antivirus programs, such as most of those from
Norton or McAfee, tend to cause stuck messages and various other
problems in Windows Mail, although seldom immediately, so if you
have such a program, remember where to find the hotfix and hope
it will install again if you need it again. A recent version of the Trend
antivirus program also causes assorted problems in Windows Mail.
I had the same issue.