Pulling my hair out with Unread Mail folder

Ok, here's a tricky one. A user of mine has been having trouble with the unread mail folder in Outlook 2003. Whenever she receives a new e-mail message, and once she is done finish reading it, she will hit the delete key on the keyboard to delete the message, but the message stays in the unread mail folder, while a copy is sent to the deleted items folder. She has to hit the delete key twice in order for the message to be moved to the deleted items folder. I have run the repair tool from add/remove programs and same problem appeared. Re-installed over the current outlook and same thing. All office updates have been inplemented. Checked all preferences and nothing (maybe I am not looking in the right place. We are running exchange 2003. Any help will be appreaciated.