i think this will depend on the mail server you are using because if you use IMAP it will only mirror what you are seeing in the web to your Mail app..
so when you are using POP before, check if your server deletes your email once you download the email.
one way to test this is to actually create a new mail account and use the imap settings, once its done downloading your mail see if all the mail you wanted is there..
I hope I made sense to you, if not just ask...