Before everyone tries to beat me over the head with own apparently useless keyboard, I've set the Thunderbird preferences > Security > Junk to, "When I mark messages as junk" > "Delete them."
I have a slew of message filters set up that manage to snag most of the junk mail / spam, and they mark them as "junk." Each of those filters includes the action, "Delete message" and "Mark as junk", and the messages do get marked as junk, but they stay in the Inbox, taunting me. Any ideas?
PS--I love the icons at the bottom of this form. Keep up the good work, Mozilla.