There are two parts to the issue.
The first is that you're provider (Utility Warehouse) needs to be using either an IMAP or Exchange server. If it's POP3, then you won't be able to sync anything. Check, and if you are set up as POP3 look to see if they have an IMAP server option.
POP3 just downloads email from the server. Both IMAP and Exchange store and sync mail on the server.
The second, if you do have an IMAP or Exchange account you need to be aware of where you are saving folders on your computer's email client. You can either create and save folders locally on the computer, or on the server. Any folders you want to be synced must be on the server. How to do this will vary in each email client, so dig into the support for your app for instructions.
Under the advanced settings for your account the iPad you can set the Sent, Drafts, and Trash folders to be local or on the sever. I believe these are local by default. All other folders will be on the server, and automatically sync.