Don't know about MailWasher Pro - I only have the original 'freebie' MailWasher, but I suspect they both work in a similar way.
Emails do not 'go into' MailWasher. When you run MW it connects to your ISP's server and will enable you to view details of your mail on the server waiting to be downloaded onto your PC. (If you wish you can actually read the contents of the mail whilst it is still on the server.) If you don't want to download a particular email you click the box against it (i.e. 'select' it) in the 'Delete' column which will put a tick in that box. Having selected those emails that you do not want to download, you then click the 'Process Mail' button near the top of the screen and all the 'selected' emails will then be deleted ON THE SERVER. They will disappear from your screen and your screen will then show only those that you wish to download. At the same time your mail program (e.g. Outlook Express) will be launched, and clicking the Send/Receive button will download the mails that you left UNSELECTED on the server.
Hope this helps.