It sounds like you have your Outlook configured to receive your email over a POP connection, and it's removing the messages you receive from the server.

Take a look at your account settings by going to Tools > Account Settings in your Outlook. You'll see a list of E-mail accounts, and under the Type it'll say either POP/SMTP, IMAP/SMTP, or Microsoft Exchange.

If it says POP/SMTP, you might want to set it to leave a copy of the messages on the server. You can do that by double-clicking on the account in the Account Settings. Then you will want to click on the More Settings button, and then the Advanced tab. In this window, you'll see an option to Leave a copy of messages on the server.

If you decide to leave a copy on the server, I'd recommend setting them to be removed after a certain period of time, and/or when they're deleted. Leaving messages on the server indefinitely can fill up your mailbox pretty quickly, resulting in you not receiving mail at all.

Hope this helps.

-SW