On my 7100g, I go into the Messages application and click the thumbwheel. Scroll down to and highlight "Options" on the menu and click the thumbwheel again. I see four "Message Options" listed on the page that comes up. The 2nd one is "Email Settings". Highlight this and press the thumbwheel and the first option on the next page that comes up is "Send Email to handheld". Use the space key to toggle to "no", save and back out.
This may be a BWD vs BES issue. On my 7100g (BWC) I see two options
General Options (no "email settings" inside)
You can disable email forwarding by logging into your BWC account and doing it from the filters page. At the top is a link to "Default when no filters apply". It's set to "Forward messages to handheld", all you gotta do is change it.
I'm about to leave the country and will change it to "Header only", but
"Do not forward to handheld" is also an option.