David,
When you delete mail messages from within Outlook, they DO NOT go to the Recycle Bin. They are simply removed from the folder that it resides in and cleared from the machine. It's not usually a good idea to delete the .pst file from Outlook, unless you're really desperate. It contains a lump sum of all the stored data from Outlook, which includes all the stored folder and contacts. Deleting the pst file won't do any harm to the system, as it will get recreated upon restart, but there will a lot of information loss.
As long as his "Preview Pane" isn't being displayed, it's perfectly safe to delete the infected messages from within Outlook.
Hope this helps.
Grif