Lion Mail is sending me my mail over and over.  2000 to 8000 messages at a time.  How do I stop this.

Lion Mail is sending me my mail over and over.  2000 to 8000 messages at a time.  How do I stop this.
http://img825.imageshack.us/img825/4003/screenshot20110731at913.jpg
This is a little screen shot of it.
I am new to mail.  And I have it set up with Gmail and IMAP.  And every so often it keeps sending me back my deleted messages.  At first it was 2000 message lots.  And as the screen shot in the link shows.  One time it wanted to send me 8000 messages.  I just want my deleted messages to stay deleted.  From Mail, from Gmail, from everything.  But they don't seem to want to stay deleted.  I don't know if I have det up anything wrong.  But it's pretty frustrating.
If anyone can help me I'll be really appreciative.

They are being sent to the All Mail folder.  The inbox is pretty much unaffected.
I don't want to hide the All Mail folder and forget about it.  I am after the messages gone forever.  Especially from the All Mail folder.
I'm the kind of person who uses email like sms.  I use it to contact people annd delete 95% of the messages after reading.  I don't want them archived.  I don't want them stored in the All Mail folder.  I want them totally gone.
And yes it seems Mail is downloading all my messages over and over.  So my question is how to stop the messages being stored/archived and to instead be totally deleted.
In the gmail settings I found:
Auto-Expunge off - Wait for the client to update the server.
When a message is marked as deleted and expunged from the last visible IMAP folder:  Immediately delete the message forever.  Instead of archiving it like I had set before.  I'm not 100% sure if that'll fix the issue I am having.  I'm sure you'll be able to tell me if I am on the right track.
And thanks for the quick reply.

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