Hi
The other method will work, but I must admit I find it irritating when mailboxes are set to personal class of service, as this is not good for security and when you make system wide changes, these users are missed.
So if you have a class of service set (and assuming it is ok for this to affect all the users in the COS) , then you can also change the read message retention field in class of service administration (set it to '0' and the messages are only deleted manually)
If you only want a small number of users to have this facility, I would suggest creating a new class of service for these users specifically (don't forget to assign the new COS in the COS field in General Options).
I hope that this alternative POV helps,
Regards
Paul Hewitt