On my 6630 (On Orange UK) if I download email, then clear the email from the server via my PC, then re-connect with the phone, it does clear all email from the inbox but when I close the inbox I still get the message alert on screen stating I have X amount of emails. This only clears on a reboot.

Anyone else?

Yes, exactly same problem here. No way you can get the message away other than by rebooting the phone. Also the mailbox image keeps on the screen until a reboot.