Nokia N75

Just got my N75 yesterday. Got email setup ok, but when I delete an email from my phone you get the option of deleting from "phone" or "phone & server". If I choose phone, the email doesn't go away. If I choose phone & server the email is deleted from the phone and on my aol email account on my desktop (no record of the email anywhere, not even in recently deleted) which means if I accidently deleted on phone, there is no way to retrieve it. Anyone else experienceing this? Also, do you leave your mailbox connected all the time so you get notified as soon as you receive a new email or do you just connect and retrieve new emails every once in awhile?

thanks