If it's the SOBER worm, then it should not be able to do anything to your iPhone. Can you be a bit more specific, how do you open your e-mails on your iPhone, through the Mail app? How did you configure the account, as POP or as IMAP? If you access the same mailbox through both an iPhone and a desktop, you can get differences for several reasons, depending on how you configured everything.
If possible, open your mailbox using a webmail app and delete the mails in there without opening them.