Geek-9pm hit the nail on the head...
POP3 is a very, very old protocol, and works in many funky ways, including:
After your email has been downloaded, it is deleted from the server by default by your client.
IMAP is really one of the best protocols out there at this time, in my opinion, and most POP3 servers provide is as well.
IMAP not only allows you to manage folders, but, it moreover "Syncs" your inbox than it does just downloads the emails, making it better for use on multiple computers.