After programming, the 22k resistor doesn't have to stay, however, you still need the 10k pull-down resistor otherwise if the pin is in the high state when the PICAXE is powered on, the program will not run. The pull-down resistor is not needed if you're interfacing something that can pull down before the PICAXE first checks the pin for a program download.
To use the pin as an input, you need to use the DISCONNECT command and then you can use the pin as any other input. To program again, do a hard reset or use the RECONNECT command.
Also, to avoid confusion, 'pin' is used to refer to the pin in the program (so pin5 is serial in on the PICAXE-08M2) and 'leg' is used to refer to the physical pin (leg 2).