open the email app, clck on Tools>MailboxSettings>Edit>Next>Next>Next>Advanced >Retrieve

Then make sure retrieval is set to 'retrieve headers only' and the 'leave email on server' box is checked.

Now when you check your mail it will display headers until you click on them to expand. When you press the delete key you'll get a choice of whether you'd like the message deleted locally or on the server.