As described in the header I can not find the button for purging mails manually that I have marked for deletion in an IMAP folder.
The Problem only occours in Outlook 2010
I've found that (in Outlook 2007 anyway) the only trigger to get the IMAP folders to purge is to leave the folder (click on a different (IMAP) folder) and go back into it.
I was hoping there would be a better way in 2010 (which I don't use yet), but your question is leading me to believe that's not the case. :(