Basically all I did was add a delete button when reading a Private Message. If the message is NOT in the deleted items folder it'll move the message to the delete items folder else it'll delete the message permanently.

I also added an option called "Delete Permanently" to the drop down menu on the page that lists messages in a private message folder... so in addition to moving messages you can select individual messages to permanently delete without having to move to delete items and then emptying the folder.

My users love these new features so just passing along a nice addition I did to my site. 

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