Possible to delete emails on device, but not on server?

[daktmacfan]

I recently switched over to WM 6.5 device from a BlackBerry and when I would delete emails on my BlackBerry it would ask if I want to delete them on just the phone, or on the server and the phone, Windows Mobile 6.5 doesn't appear to have that functionality.

If I delete a message on my phone on either my Exchange account or hotmail account it gets permanently deleted. Is there anyway just to delete from the phone?