email on iphone, server, and mail app (os x lion)

help!

Background: I currently use the "mail" app on os x lion and iphone 4. My email is set up as a "microsoft exchange" type for both.

Problem: I am running out of space on the email server (allotted only 250mb). I want to be able to delete messages on the server but keep them on my computer and phone.

On my computer, I can move the emails to a different folder that is located "on my computer" and delete them on the server. However, now the email is deleted from my iphone, as it syncs with the online server and not my "mail" app on my computer.

Is there a way to delete emails on the server but keep them on my computer and my phone?

Thank you in advance.