To keep a copy of mail on server when using mail client like Outlook express.
use the following steps
1. Click on tools menu.
2. Click on accounts
3. Select the mail menu in menu options.
4. Click on properties button.
5. Select the advance menu in menu options.
6. Click on check button leave a copy of messages on server.
6 Click on OK button.
These steps will leave a copy of your mail on server but you have to manually delete the mails on server otherwise when your account will full your new mails will be destroyed.