Well that sucks. I thought there was someway to leave them on the server and only have the newest ones in opera, like on my phone
You can ctrl + s a message to save it as an mbs file. Then, you can delete the message in Opera (which will delete it on the server too). Then, in Opera Mail, you can goto "Menu -> settings -> import and export -> import mail -> import generic mbox" and import the message into a new pop account (it'll be a pop account with no server settings basically). You can then go in that new account's properties and name it "you@example.com archive" or something. Then, the next time you archive a message that way, import into that existing "you@example.com archive" account instead of importing into a new account.
If you want to do the same thing but with multiple messages at once, create a label, drag a selection of messages to the label, right-click the label, choose export to save all the messages in a single mbs file, ctrl + a the messages in the label and shift + delete them to get rid of them (or del to move to the trash and then empty the trash). Then, impor the mbs file for the label into the archive account.
Then, to show only a single account at a time (so the archive account and its messages are showing until you need them), right-click in the mail panel, goto "show messages from" and select just your normal IMAP account. Just note that it resets to all accounts on startup. Also, there's a button you can add to the mail panel toolbar to switch accounts.