Hi Roman,
Maybe one of the developers can chime in on this, but to my knowledge, as at least one WAL file should be available for the server to successfully start, you can't turn these off entirely. My suggestion would be to set wal_keep_segments to a much smaller number, even "1", Also, did you change the default size of the WAL segments? I can't actually remember the exact name for this parameter, but the default is 16MB. You can have this set to a much larger value.
--
Jay