What email app are you using? The stock?
Sync actually doesn't tell it when to sync. I think its meant for how long back the emails would be shown. For when it downloads the emails there is another setting. You likely have set it to push.... meaning its pretty instant if you have data on. I am upgrading phone firmware currently so can't check in detail, but you might have settings for only manually checking your emails which should be what you want.
PS-You can off the data line when you don't want to use it by long pressing on the power button and selecting the appropriate selection.