ok, try this....open your messaging...hit menu, tools, options...then tap your email account...then send/recieve schedule...and see what the "download messages" box has....Mine is set to "from past 7 days", and will remove all messages from my phone older than 7 days everytime I send/recieve....does that help?
This should work, I have mine set for 'Today's Messages.' and nothing from yesterday shows up but it's still on the server when I sign into gmail on my PC