go to your email accounts dialog box (several ways to accomplish). One way
to do this is select tools, then the mail setup tab, then email accounts...
in the email accounts dialog select the account you want to change and
select the change... button
select the more settings... button
select the advanced tab
under delivery check the leave a copy of message on the server
What type of account? For an Exchange account, just make your Exchange
mailbox your delivery location. For a POP account, modify the options on
the Advanced tab of your account properties pages.