You probably set up Outlook to use a Personal Folders File (PST) for default message storage instead of the Exchange Mailbox. That downloads all of your mail to the local computer and removes it from the server.

Edit your Outlook profile and change the default storage location to the Exchange Mailbox. Then copy the items from the local Personal Folders File back to the Exchange mailbox. (Note: I wouldn't use Import for this - Import sometimes messes up dates and other data).