I can't speak for sidewinder, but I can speak for myself. I have several POP3 and IMAP accounts. I access them at home via Mail, at work via Entourage, and in my shirt pocket via my iPhone. No problems at all. Among POP3 accounts are a Microsoft Live.com account and two Gmail accounts.
To the best of my knowledge, you are the first person on this forum to report such a problem. If you leave your messages on the POP3 server, then the next POP3 client that accesses your account on the server should download your messages. If you delete the local copy of your messages, then your POP3 client will download them again. Only if you delete your messages will they not be downloaded.
Lacking access to your systems, everyone else is left to guesses based on personal experience. My personal experience is that this is not a Mac/Windows thing. It is a hi-tech thing. hi-tech must go through each of his settings on each of his computers to chase down the problem.