Bounced mail in trash?

mail.app copies the e-mails you bounce to your trashbin. Seems normal to me, since you only bounce mails you don't want, dont you?

DON'T bounce spam.

If the spammer's address is bogus and the bounces don't reach the destination, as is often the case, bounces are just a waste of time and bandwith, plus a source of problems, because in all likelihood they'll be bounced back to you. If the original spam messages or the returned bounces are malformed, for example, Mail may end up being unable to handle the situation properly.

If the bounce reaches the destination, then it's even worse, because you're either (1) telling the spammer that your address is valid and that you're willing to spend time on his/her/its junk, or (2) contributing to the spammer's effort by sending his/her/its junk to the innocent whose address was stolen for sending it (and who, in turn, might end up posting in a forum such as this wondering why does he/she receive bounces for messages he/she hasn't sent).

I thought bouncing mail meant that it was like it never got to my computer

Only apparently, and only if the bounce is received by someone that doesn't know how to interpret header information:

http://www.by-users.co.uk/faqs/email/headers/
http://www.stopspam.org/email/headers.html

So should I stop doing this?

Definitely. Even though the bounce apparently says that the original message was sent to an invalid address, anyone looking at the headers can easily determine that the bounce was created by a mail client and sent from a valid address, rather than created by the mail server as a result of the destination address being invalid -- you can check this sending a message to yourself, then bouncing it, then doing View > Message > Raw Source on the received bounce.

1. What is the point of the "Bounce" feature?

Against spam, none. It can be useful only if the sender doesn't know how to interpret mail headers or doesn't bother to look at them.

2. How do I stop this stuff?

You don't. That's what junk filters are for. You may want to read the following articles, which are applicable to any mail account (not just .Mac), and any mail client (not just Mail):

Why was I "spammed" at my .Mac Mail address?
How HTML Email Messages Relate to Unsolicited Commercial Email ("spam")