Welcome to the forums, Shabana.
1) You will need Desktop Manager. BlackBerry Desktop Manager Downloads - BlackBerryFAQ
2) Your email should be coming into your mail client other than the BB. Unless you're using the @carrier.blackberry.net address. What are you trying to accomplish here?
3) Open Messages, scroll to the very top (highlight the upper most date line), press the menu key, select delete prior.