Since your using Outlook 2010, please follow the steps beloow to resolve your issue;

Hot To: remove the delete messages after a certain period option;

1. Open your Outlook client and go to File.

2. Highlight Info and select Account Settings.

3. Once the account settings window opens, locate the account you wish to edit, then select Change.

4. Select More Settings. The the Advanced Tab.

5. Under Delivery, Un-select the remove from server after ..

That's it hope this helped.