Start the Registry Editor
Go to HKEY_CURRENT_USER \ Software \ Microsoft \ Windows \ CurrentVersion \ UnreadMail
Double-click the value MessageExpiryDays in the right pane, and change the value to 0 (if MessageExpiryDays doesn't exist, create it by clicking Edit > New > DWORD Value)
Close the registry editor and log off from Windows for the changes to take effect
Hope that help :)