To leave messages on the server, you will:
If the Mail program isn't already running, start it now.
Using the menu bar at the top of the screen, click Mail, then Preferences:
The preferences window will appear.
Navigate to the "Account Information" screen shown below:
Select the "Advanced" tab.
Uncheck Remove copy from server after retrieving message.
Close the "Preferences" window. When the "Save Changes" dialog pops up choose Save.
Need help Setting up your Iphone? Watch this quick video on how to setup your IPhone Email account.