To remove your messages from the server using Outlook 2010 on Windows, follow these instructions;
Click the Account Settings button
Select the Account Settings from the drop-down
Double click on your email.
Click the More Settings button
Click the Advanced tab
Click Remove from server after, then pick the number of days you wish to keep them (generally 0).
Please note that removing emails from the server does NOT remove them from your Outlook. Make sure you backup any email you wish to keep if you need to re-install Outlook for some reason.
Press OK, Save and Apply as appropriate until you are returned to Outlook
Press Send and Receive to download your messages.