New to iPhone, how do i delete mail on iPhone 4 but not on server?

If I want to delete emails on my iPhone to clear away some clutter, but want to keep it in my inbox on the actual server so that it isn't deleted permanently, is there a way to do that? I just switched over from a blackberry, and on that you were able to choose "Delete on mailbox and handheld" or just "Delete on Handheld". Is there something similar to this on the iPhone?

In the mail settings, tap on accounts, select the email account, tap on advanced and change the deleted mailbox to something other than trash.
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The iPhone really wasn't designed for pop3 email - which is the only way you can even get the option to leave on server.

Just use IMAP or Exchange (gmail) and then you can move the mail to a folder, rather than leaving copies.

Doesn't Pop3 only download a copy? If so, that should be a safe way to go.

I'm in the same boat but can't find mail settings on Mailboxes.
Thanks