How do you delete smart mailboxes?

Recently I have noticed that smart mailboxes appeared in my mail. I never created them, so I'm assuming that they were part of an OS update. I don't want them and I want to delete them. I know that someone will say to simply right click and select "Delete", but that doesn't work for the "Sent" folder.

Any suggestions would be great. Previous questions about this did not resolve my problem.