Stopping new mail being deleted from server

I cannot find a setting on my iPhone 3G to prevent new e-mails on my BT-Yahoo server being deleted when I delete them from my 'phone. (In my mail client on my Mac mini I can choose whether the messages stay on the server after I have downloaded them to the mail client or not. If I choose the former, they stay on the server even after I delete them from the mail client.)

I have read the manuals for iOS 3 and iOS 4 without finding this information. (I have iOS 4.2 on my'phone.)

If there is such a setting on the iPhone, I should be most grateful if some kind person could describe exactly how to do it.