When you open your mailbox AH_MailCollect will scan through and automatically retreive any mail that has coins from a successful auction or from being outbid. Either of these are toggleable options. You can also choose to see each amount as it's looted, or only a summary at the end.

Once the money is looted you can right-click on an email of an auction you've won and it will automatically take that item to your inventory, and delete the message. It will only delete on auction winnings, if someone sends you an item in the mail it will take the item, but leave the message. I don't like the idea of automatically deleting messages that may have other text in them.

Current version is not working 100% since the patch. It will still sometimes loot things for you. I'll be working on a fix, no ETA as there's changes to the mailbox that I have to figure out first.