POP3 servers by default store e-mail on the server only until you download them into your mail client. As soon as a message is downloaded, the client tells the server the message has been received and the server copy should be deleted. Outlook Express follows this default behavior, but also gives you the option to "leave a copy of messages on server".
Tip: If you wish to keep a copy of messages on your POP3 mail server, you can do so by accessing the account's Advanced Properties page:
On the Outlook Express Tools menu, click Accounts.
Click the Mail tab, and then double-click your e-mail account.
Click the Advanced tab.
Check the box labeled "Leave a copy of messages on server." Doing this activates two clean-up options:
If desired, check the box to "Remove from server after 5 days." You may change this to any number between 1 and 100.
If desired, check the box to "Remove from server when deleted from ‘Deleted Items.'"
Be careful using this option! Most ISPs limit the size of your POP3 mailbox. Saving messages on the server can cause your mailbox to become full very quickly, and so you might not receive important messages until you delete the server copies.