Can't Delete Smart Mailboxes in Apple Mail

I am currently using A MacBook Pro Late 2011, running Mavericks OS 10.9.5, with Apple Mail 7.3. Last year, I was forced to switch email programs from Outlook for Mac 2011 because of conflicts between Outlook and Mavericks. So, I downloaded Mail, moved over 7 years of email files, and began to use Mail. I find it very frustrating, and have never quite got my files organized. I set up 3 Smart Mailboxes for each of my mail accounts. Apparently I did not set them up properly. I find emails in the wrong folders, junk mail in non-junk folders, and many duplicate emails and folders. I have decided to either switch back to Outlook or try another program, perhaps Postbox, since it supports POP3 mail. I've been trying to "clean up" my mail in preparation for this switch and thought I'd eliminate the Smart Mailboxes . WRONG! If I right click on any of the folders, "Delete Mailbox" and "Edit Mailbox" are greyed out. The 3 Smart Mailboxes don't even register when I move my mouse on top of them. I went to the drop down menu under "Mailboxes" & clicked on "Delete Mailbox". For a moment it appeared to work, but then the following error message displayed"
"The mailbox “Bulk Mail” could not be deleted.
The IMAP command “DELETE” failed with server error:
DELETE failed - Mailbox is reserved - "Bulk Mail"."

I have read many posts on the boards of Apple support communities, but no one seems to have a solution. Most everyone who has posted has tried right-clicking on the folders, used the drop-down menu under "Mailboxes" or tried to move the whole thing to the Trash bin. So far, no one has been able to answer the question. I hope one of you can provide a solution.

Thanks,
Pat