From "START" click on RUN, then on the resulting screen, make it look like this:

That line up there says: telnet pop3.syix.com pop3

Now you need to type in commands on telnet screen that just opened.  I have duplicated the entire process, exactly as it will happen, the lines with +OK are from the server, the rest you will have to type in:

+OK QUALCOMM Pop server derived from UCB (version 2.1.4-R3) at lynx.syix.com starting.
user dave
+OK Password required for dave.
pass xxxxxxxx
+OK dave has 4 message(s) (10157 octets).
list
+OK 4 messages (10157 octets)
1 2704258
2 2324
3 2505
4 2624
.
dele 1
+OK Message 1 has been deleted.
quit

A quick rundown of what you are doing...
1.  you need to tell the machine who you are :-)
2.  And of course, that you have the right to do this!
3.  Now you "list" the messages, need to see what is there.  There is usually a BIG one listed on the list, it will show up as a large 7 or 8 digit number.
4.  Now you are going to delete that message (the big one) by message number.
Your done, so "quit"

Close Terminal, and check your mail again.  All should be fine.