ipods are a pain for that. Yes, you can change the settings on the ipod so that it will not automatically download all of the files from your PC.
What were they thinking of.
Start Itunes, go to edit/preferences/ipod/ in here is an option to stop the automatic transfer of music. The menu option will only be available in itunes when an ipod is connected.
I suggest you do this before you remove the files from your ipod folder. Once you are sure you have changed the behaviour of your ipod then make the changes.
Regards EDD