Thanks, but I don't like being out of luck, I knew there had to be an answer... the technology is too good to be that dumb! I tried a number of ways and finally cracked it.
Here is how to manage your emails if you move messages into sub folders in Outlook on your desktop. ie. Sub folders under your Inbox for messages you want to retain, often in topic specific folders. (Not sure if this works the same for Internet setup, but it works with our corporate BES setup.)
From the main Message screen, you can see all incoming and sent messages. If you highlight a date rather than a message (press "T" to take you to the top and highlights today's date), press the trackwheel and select "View Folder". Expand your personal folder if necessary and you will see all your Outlook Mail Folders, including your message sub folders. Select "Inbox" and you will see just the messages that exist in your Inbox, and not the messages in your sub folders. Note that this is a different view to the Alt-I view that shows Incoming messages. (You can also select and see the messages in your other sub folders using the same method.)
You can now work with your email as if you were working in you Outlook Inbox.
From either an open message, or a message you have read/replied/closed, press the trackwheel and select "File". This will display you Outlook Mail Folder tree. Select the appropriate sub folder and confirm. The message will be moved to that folder in Outlook and will dissappear from your Inbox view on the BB. (If you go back to the general message screen, this message will now appear with a "folder icon" instead of an "envelope". Note that if you delete one of these messages, it deletes it from your sub folder in Outlook.)
If you work in the Inbox view when you are managing your email, it looks and feels just the same as Outlook. You can maintain you Inbox just as you would from your Desktop, and it mirrors the changes on your Desktop, so you only need to make them once.
Moving a message to a sub folder from your desktop similarly moves it on the BB and is not shown when you use the Inbox view on the BB.
I can't find a shortcut to this view, but the normal default view is best anyhow, since it displays a combination of email, SMS, phone messages etc. It's not too painful to navigate to the Inbox view if you are going to spend half and hour or so dealing solely with email.
Now I just need to find a way to copy a message to create a new Task and I can forget my desktop all together!
I hope this helps.