IMAP is exactly what you need then, if your ISP offers it. Many do, but you may have to ask them to switch it on at their end.
>Here< is the Wikipedia article on IMAP, for starters. The MAIN thing you need to know however is that IMAP differs from POP3 in that the messages are left on the server at all times until they are deleted. The idea is that you can log in from anywhere and see exactly the same mail folders. Support for multiple or nested folders is much better than with POP3.
You'll have to set up the mail accounts again on each email client, choosing IMAP rather than POP3 when the choice arises. Use the details provided by your ISP - they may have a different server for IMAP, for example. They should be able to talk you through all your connection issues.
Unfortunately you cannot convert existing POP3 accounts to IMAP accounts, but once the IMAP accounts are set up, you can copy across any email from your Inbox, no trouble.
If you run into problems, post again.