[Asphyx]

By the wizard I mean adding a new account from Manila...

It doesn't ask you what type of mail for yahoo because the wizard package has settings already built in for when you enter a yahoo account and I do not have that issue.

It sounds like you keep all your emails in your yahoo account and are using imap to retrieve the mail to your phone which really doesn't get mail itself just syncros the folders of your yahoo account (same result but slightly different in operation.)

Go into the windows mail account settings and see which servers you have set for yahoo.
It will either be imap.yahoo or pop3.yahoo.

My guess is yours says imap...
If it does then also check setting to make sure when you delete them on the phone they also delete on the server.