In the email screen, highlight the date. Then click the menu key. Choose "delete prior" to delete all of the previous emails. Note if you click the trackball on the date, the full menu does not appear and you will have to click again on the "full menu" option to display "delete prior."
Seems lots of folks on here are having trouble with the version of DM that ships with the new device and many, including me, have gone back to the previous version of DM. You can download previous version at blackberry.com.
Also, you might have better luck downloading 3d party apps OTA directly to you pearl. I have not had any issues with OTA downloads.