Disable preview, then change the download settings from "download all" to "download headers". You'll get all the subject information but the mail body and attachments will stay on the mail server until you explicitly request them. You can then read/delete/ignore/mark as read anything you want.
As Daved123 says, if your ISP also offers webmail, that's another alternative.
It's a long time since I used Outlook Express so I can't give you exact button pushes.