Wow - I've always been trying to GET users to delete their e-mail, so that request blows my mind, but I suppose it's something related to an HR investigation. Don't want any evidence snuffed out.
Maybe Marv could state that my opinion is definitive, but I never saw any option within GW for making mail un-deletable by a user, unless maybe it was a proxy user that had READ access to someone's account.
If it's a regular user and his own account, he is free to go to town and create/delete/send/receive whatever he wants in his own mailbox.