Mail.app and purging of moved messages with IMAP accounts?

I REALLY want to like Mail.app but one item that has caused frustration for years is the handling (or lack) of handling of my messages once moved to another folder with IMAP accounts. I would like for Mail.app to purge/expunge the messages from the server automatically when the message is moved but it doesn't seem to complete that transaction until you actually quit out of mail.

I use multiple computers and I don't remember to quit out of Mail.app going from one of my Macs to another and don't want to but I'm getting tired of having to file the messages twice (or more). Is there a way to set Mail.app to do the automatic instant purging (or expunging) of the messages from the originating folders without having to quit out of the application? This seems to be the default behavior for nearly every other mail client I've used, including Entourage and is an option in Outlook and Outlook Express (PC).