Autosync is supposed to keep your device and collection "in sync." So, if you delete it from your collection, on next sync with the computer, the content will be deleted from the device.
When you turn on Let Me Choose, this behavior should go away and you should be able to sync from your player library into your device library and then also be able to delete it from your player library without it being deleted from your device. (wow, that was a lot of deletes!) I've been reading these forums for awhile and I'm not entirely sure I trust the switch from automatic to manual being this benign.
I'll find out tomorrow and create a sticky post.
gina / Zune Software Product Team / This posting is provided "as-is" with no warranties, and confers no rights