One user removal:
Press start, select "Run..", type "regedit". Navigate to the following key:

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\UnreadMail

Double-click on the dword MessageExpiryDays. Type 0 and press ok. Done!

All user removal:
Press start, select "Run..", type "regedit". Navigate to the following key:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\UnreadMail

Double-click on the dword MessageExpiryDays. If the dword is not there, create it. Type 0 and select "ok". Done!