perhaps you have it set to leave the messages on the server when you download them. If so then I think this would cause these symptoms.
To change it, Open Outlook Express then, from the menu select
Select the "Mail" tab, then the account in question.
Click "Properties", then the "Advanced" tab.
Near the bottom s a checkbox, "Leave a copy of messages on server" Make sure this is not checked and then click "OK"
Apologies if this is not the problem!