A computer ( mail) question

I use gmail and the mail comes through on Windows Live Mail.Everything is good to go except the all mail. Everything that 's received or sent goes to all mail. I've tried to delete it and a red x gets placed over that particular " mail" but I've tried 2 differant ways to purge and all it does is undelete the mail. I've been trying for 2 weeks all differant kinds of ways, but the mail just keeps growing and growing and taking longer to try and fix. I've even tried going and deleting the all mail folder and a pop up says I cannot delete it. HELP:head_on_wall::head_on_wall::head_on_wall:

 

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