Can you test this.
a) Send a test mail to yourself.
Verify if you receive it in Blackberry
b) Login to OWA and delete it.
c) On Blackberry Messages > Click Messages > Blackberry button > reconcile now.
see if the message gets deleted.
Check Delete on Settings
Go to Options.
Click Email Reconciliation and change the Delete On setting.
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Also you can open your messages.
click Blackberry button
Using scroll wheel Scroll down to options
Change email reconciliation settings.
CHANGES:
Change delete on to PROMPT
Wireless Reconcile ON
conflicts > Mailbox wins.
thanks