Sandwich it between 2 other e'mails, Click on the message above it and 
hold the shift key down and click on the message below it.
Now you should have 3 messages highlighted with the troublesome message
in the middle.
 
Then hold shift on your keyboard and press the delete button.
This will delete all 3 from the server! Voila!

Another Solution that has worked for some people:

In Incredimail,
Tools/Options/Security = Check Disable Scripts
Shut down IM completely and re-open.
WEEeee!