I am using Outlook for Mac 2011 version 14.3.9 but can't find anything in the help or on the web about if this functionality is only available on the Mac version.  All I can find is this article: http://office.microsoft.com/en-us/outlook-help/use-conversation-clean-up-to-eliminate-redundant-messages-HA101867736.aspx.  I really love this feature and hope I can do it now that I use a Mac.