There are two types of email servers POP (Post Office Protocol) and IMAP (Internet Message Access Protocol).
How POP Email Servers Work: One and Done
Let's say you have your email on your office computer delivered through Outlook. When a POP email service-be it Hotmail, Yahoo, Gmail or some hosting company like GoDaddy, sends your mail to Outlook the server either deletes the sent messages or retains a copy in the account.
Either way, once the mail is sent all connection with that server regarding those messages is over. If you are away from your computer and check the email directly on the Web based service, the office Outlook account will look like nothing happened.
IMAP: A Constant Connection
An IMAP server, on the other hand, stays in communication with mail after delivery. If you read, responded to, or delete a message in one place the change will be reflected in all other places that you might work with your email. Online, on multiple computers, and your phone. Everything looks the same everywhere.
I use IMAP because I check mail in several different places.
While this may seem a small difference not worth worrying about, the time and aggravation saved by using IMAP can be had quickly and easily.
You can either choose a service with IMAP or configure a service that supports it. As of this writing I am aware of one free email service that offers IMAP, GMail. Yahoo, AOL, Hotmail may have it too. By default .Mac is IMAP.