Auto deleting deleted items in Outlook PST file

I am running Outlook 2003 SP3 and have several open Personal Folders.

When I delete an email that is in a folder in one of these Personal Folders, the mail goes into that Personal Folder’s deleted items and noy into my mailbox deleted items.

When I close Outlook, it automatically empties the Mailbox deleted items but not those in Personal Folders.

How can I make it automatically empty the deleted items folder in a Personal Folder?