if you set up an imap mail account on your phone it WILL delete the messenges in the inbox on the remote machine, just like an IMAP account should. if you want to just get rid of all the wasted space on your phone but still preserve the messages in your inbox on the remote machine you can just move all of the messages on the remote machine to a temp folder, delete them on your phone, then move the messages back to the inbox. the next time you do "send and receive" on your phone the messages will be loaded again, so i guess just don't download your messages if you are low on space.
if you wanna back up your sms's, mails, etc download the trial version of message storer: http://www.symbianware.com/download/messagestorer_uiq/messagestorer_uiq.sis
