Duke - usenet poster
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It will try connecting whether there is unsent mail on not. Open the Inbox, go to Accounts, Accounts, select the name of your email account, Next your way to the 4th page, Options, Uncheck the box "Connect and check for messages every:" box on the first page. This will happen even if the Inbox is not open. As an alternative to unchecking the box, I've found it will not try connecting if you make the ActiveSync account active before you close the email or leave your wireless network.
As for any unsent email, it should be in the 'Outbox' for the specific account. On the main page of the Inbox, tap the arrow next to the word in the upper left corner (it will probably "Inbox" but could be something else). This will show a list of all the email folders on your PPC. Look in all the 'Outbox'es for any unsent mail. Hold the stylus on each message and select Delete from the popup list.
BTW, if you want to send emails from a remote location (not your own network), many ISPs require your password. On the PPC, this is done by checking the box "Outgoing e-mail server requires authentication" on the second page of the Options from the fourth page of the account setting. This is assuming you have the correct name of your outgoing email server (typically smtp.your_isp.com or .net).