Can I download only selected messages on iPhone4

Use webmail to access your account rather than the mail app.
MacPro Dual Core 2.66 Ghz, MacBook Pro 15", iPhone 4 Mac OS X (10.6.6) AEXs, Red 2G & 5G Nano, Red Shuffle, 160 GB Classic, Apple TV

When connected to the cellular network for internet access, depending on the size of an attachment the attachment will not be downloaded with the message until the message is opened and the attachment is selected in the body of the message to be downloaded. I have to do the same at times when connected to an available wi-fi network. And depending on your message preview lines selected, only the message preview lines will be downloaded initially with the rest of the message downloaded when selecting/opening the message.
There is not an option to download only the messages you want to read, but you have control over which messages you open and read. If a message includes an attachment, there will be an attachment icon. Dont open a message with an attachment icon until you are connected to an available wi-fi network.
 MacBook Pro 15" Intel Core 2 Duo/2.53GHz/4GB RAM/500GB HD Mac OS X (10.6.6)  iPod w/Video 30GB,  iPhone 4 32GB

By this, do you mean log onto my server, access my e-mail account there, and read only the ones I want while on the server ? I thought of that at one time, but didnt know if they would download on the iPhone when I did that ?
Thanks... let me know if Im on the right track with your reply...
Carolyn
2 iMacs OS10.6.4 and OS10.5.8 Mac OS X (10.6.4)

Dumb followup to your reply.... When Im on free wi-fi network, (like at Barnes and Noble or other free wi-fi places), does clicking on my e-mail, downloading / reading messages eat up data? I am truly confused about data consumption :-/
Sometimes I get messages on my computer with the attachments already open. The one to which I referred in my original post re: the e-mail download on my iPhone, had a bunch of large photos that were within the message. They were apparently just there. Im sure thats what ate up about 50 mb of data. I think what I am trying to determine is this.... When messages are downloaded, does it use data ONLY if you open the message, or does it eat up data just for having downloaded them ?
Thanks for helping a newbie here. I really did try to find this info in the PDF manual, but either it isnt there, isnt clear, or Im just not speaking the right language !
Carolyn
2 iMacs OS10.6.6 and iPhone 4 Mac OS X (10.6.6)

When Im on free wi-fi network, (like at Barnes and Noble or other free wi-fi places), does clicking on my e-mail, downloading / reading messages eat up data?
No - only when connected to the cellular network for internet access when using an app that requires internet access. A no longer activated iPhone can access the internet via an available wi-fi network and the same when removing the SIM card from an activated iPhone. You can enable Airplane mode with an activated iPhone followed by turning wi-fi access. When doing so, the cellular connection is disabled. Wi-Fi access and internet access via the cellular network are completely separate.
Sometimes I get messages on my computer with the attachments already open. The one to which I referred in my original post re: the e-mail download on my iPhone, had a bunch of large photos that were within the message. They were apparently just there. Im sure thats what ate up about 50 mb of data.
Accessing an email account on your computer is not related to what is downloaded and when when accessing the account with the iPhones Mail app. Not a chance the photos included with this single email were 50MB in size or anywhere close to it. Most email accounts have a 20MB or 10MB overall message size limit.
When a new email is downloaded and available, the number of message preview lines youve selected is downloaded with the message and the message header which includes who the message was sent by, the subject of the message, and if the message includes an attachment. The entire message body is not downloaded until you open the message. If a message includes an attachment under a certain size, the attachment will be downloaded with the message body when the message is opened. If an attachment is over a certain size, you must select the attachment in the message body after opening the message to download the attachment.
 MacBook Pro 15" Intel Core 2 Duo/2.53GHz/4GB RAM/500GB HD Mac OS X (10.6.6)  iPod w/Video 30GB,  iPhone 4 32GB