Recently switched from Outlook Express to Outlook (Office 2003)

I have my email settings to "leave a copy on the server" for 6 days (so I
can access via webmail while on the road).

Everytime I close Outlook and re-launch it re-downloads all the emails still
on the server.

How do I change settings so it only downloads each message once and never
again?

Thanks in advance!!!
MZ