One message that cannot be deleted on iPhone 4

I have a single message in Mail on my iPhone 4 that just cannot be deleted. I get a popup saying **Unable to move message - The message could not be moved to the trash folder**. I'm using the latest version of iOS. The account is an Exchange Active Sync account and deleting other messages is not a problem. I also use the same Exchange account from Outlook on my desktop and the message in question does not exist in Outlook. It only shows in Mail on iPhone. I also have an another IMAP account on my iPhone and deleting isn't a problem on that account. How can I remove this rogue message?