Abby,
Within Outlook Express Click on View > Layout... and at the bottom of the Layout window uncheck “Show Preview Pane”. Now try to delete the email message, then go back and check “Show Preview Pane” again.
I've seen this problem a couple of times, there's some bad code in the body of an HTML email that's causing Outlook Express to go loopy. Every time you click the message it tries to display it in the preview pane, which causes it to crash. By taking the preview pane out of the loop, you should be able to delete it without problems.
Let me know how it goes.