I have a red bar in the "Deleted Items" tick box in the "Folder Redirection" menu on the BB. I can't change it or tick it. Anybody knows why?

That means its disabled, and you can not change the folder redirection. The way folder redirection works you wouldnt want it checked anyway. Basically the BES server monitors the Inbox and Sent folders (by default) of a particular account. Each time a new message arrives in these folders, it is forwarded to the BlackBerry device. If you had the Deleted Items folder checked, you would get another copy of the deleted message sent to your BlackBerry. The only reason you really need any additional folders checked is if you have messages automatically sorted into folders. In this situation, the mail never really arrives in the Inbox, so it never gets sent to the BlackBerry.