having problems with my emails on the iphone

[grish art]

Hi All

I am having problem with mail. I set it up on a friends phone as an imap account. However now when they delete an email off their personal mail sever it removes it from their mail app. Is there a setting to leave it on there until they choose to delete it?
I have it set up this way on my Iphone 3gs, but can't see where it is in the set up.

Thanks
Chris