TripleNut,
You are correct in think that your POP3 message are currently stored on the server after configuring your smartphone to use the copratesync feature.
If you are using a Microsoft exchange platform, it is possible to log into your Outlook web access or for the 2010 platform the outlook web app. This is everything stored on the server.
If you can see you POP3 email check to make sure the pop3 account is separate and not going to your exchange inbox.
Also check to see if your phone to make sure you do not also have your POP3 account configured.
Hope this helps.