I have my advance settings set to remove deleted msgs "after 1 day". Not sure if this helps u or not or maybe you're just looking for a way to instantly empty your trash can.
there is no way to delete all at once...you either have to delete 1 at a time, or do what the other guy said and set your settings to delete after 1 day! I hate that i can't delete them all at once! Such a dumb and easy feature to implement!