mail deletes the prior message, and does not put in the trash folder

when I am going thru new messages and deleting them, occasionally the Mail cursor highlights the previous message (which I wanted to keep), and deletes it. Then, I cannot find the deleted message anywhere. In particular, it does not go to the trash folder. I have tried a couple of different methods to keep this from happening, but none really work.

this is only a problem in Mountain Lion, not in Snow Leopard.