Mail messages (inbox) on my Iphone 4S are being mysteriously moved to trash!

I recently purchased an Iphone 4S. When I open the Mail Inbox on it, messages are downloaded from my Yahoo Mail service, and according to my settings remain on the Yahoo server until my Mac Mail is used and downloads them, at which point they are deleted from the Yahoo server. With the new Iphone, if I subsequently go to that Iphone Inbox, the messages that were in my Inbox (whether read or not) are now in the Trash. It appears that the only messages that the Iphone Inbox will show are those that reside on the Yahoo server. I do not have any ICloud or other remote syncing services. Any idea how to get back to what I used to have (with my Iphone 3GS) which keeps the phone mailbox as is, and I control when to delete/move messages?