You do not mention your mail-client - there are two ways to view mail - on a remote server where all your in and out mails are stored (probably the way you do it using a browser) or using a specific e-mail programme running on your machine - Microsoft's Outlook Express for instance where the mesages exist inside your own machine and may be viewed off-line.
A little more information may get a quicker answer.
Good luck...
Peccavi, February 2010