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If you use SMTP / POP3, then you can do that on an iPhone, but then there is no point using SMTP / POP3 on an iPhone as it can use Activesync and that pushes all chosen mail-folders to the iPhone from the Exchange server and the device will mirror exactly what is on the Exchange server.<br />
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Short answer is as per RobWill's answer - not possible. &nbsp;Long answer is if you don't use Activesync, then it is possible, but not sensible.
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If you use SMTP / POP3, then you can do that on an iPhone, but then there is no point using SMTP / POP3 on an iPhone as it can use Activesync and that pushes all chosen mail-folders to the iPhone from the Exchange server and the device will mirror exactly what is on the Exchange server.

Short answer is as per RobWill's answer - not possible.  Long answer is if you don't use Activesync, then it is possible, but not sensible.

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I have a client, who wants to delete messages on his Iphone 4, but not on his desktop, hes a former Blackberry user and that choice could be made on that phone. I see no way to do this on the iphone , it looks like all or nothing on the Iphone 4 .. <br />
Does anyone know of a way to do this ? <br />
<br />
Thank you for your help in advance ....
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I have a client, who wants to delete messages on his Iphone 4, but not on his desktop, hes a former Blackberry user and that choice could be made on that phone. I see no way to do this on the iphone , it looks like all or nothing on the Iphone 4 .. 
Does anyone know of a way to do this ? 

Thank you for your help in advance ....

iphone 4 active sync SBS 2011

Small Business Server (SBS) is a line of server operating systems targeted at small businesses by bundling the operating system with a number of other Microsoft products that would normally need to be purchased or licensed separately. The most notable inclusions are Exchange, SQL Server, SharePoint and ISA/TMG (Microsoft's firewall and proxy server).

The iPhone is a smartphone made by Apple Inc. It and the iPad, along with several other mobile devices from Apple, run on the iOS operating system, which has its own topic, as does the iPad for device-specific questions. Native iOS applications are written in Objective-C or in Swift using the Cocoa Touch frameworks or HTML5 compiled with the help of a package manager such as Adobe PhoneGap; a common IDE is Xcode.

iPhone

Exchange is the server side of a collaborative application product that is part of the Microsoft Server infrastructure. Exchange's major features include email, calendaring, contacts and tasks, support for mobile and web-based access to information, and support for data storage.