The first answer Anonymous2 (or Ardco, or BobS, or whoever-he-is-calling-himself-today) is accurate; just ignore the rest of it (he's on an anti-Microsoft rant of late ).
There is a setting in your account configuration section of Outlook Express that determines whether or not message are left on the server after being downloaded by Outlook Express. You can reach that option by using the pull-down menus as follows:
Tools--> Accounts--> (Select your DH account)--> Properties--> "Advanced" Tab --> Delivery (bottom Section). There you will find a check box for "Leave a copy of messages on server" which you can either check, or "uncheck" as you choose.
If Outlook Express is deleting your messages after it downloads them, this is "checked" ; to change that behavior, just "uncheck" the box, click "ok" to submit the change, and you'll be "good to go".