Help - Deleting mail from Mail app BUT not from gmail server

Hey guys

Bit of a newb here... Can someone please help with this:

Ive set up my Mail app with my gmail account and its downloaded all my old email. I want to delete alot of these messages to save space but if i delete it in Mail it also deletes it on the server - and its gone forever!!

Anyone know how I can change this....Ive looked through the settings but cant find anything

Thanks

 

I've looked through all the settings...cant find anything that sounds right.
I did try changing the settings regarding Trash and stuff and tested it out but it still deleted emails locally and on server?