Hi: I just tried your method but it opened up on me. And if I have a lot of spam, I don't want to have to do that to each one. Thanks for the info, though. Getting rid of the preview window prevents them from opening when I hit "select all" and then delete. I can get rid of them all at once that way.
Rita
To delete an unopened email message in Mountain Lion's Mail, hold down control and click on the message. It does not open but you get a list of options, one of which is "Delete".