In settings you will see icons on the left and the windows for the icon on the right. This is where you initially setup your mail account. Select Checking on the left and the window for it will open on the right.
Once you are under Checking, look for the box that says "Leave copy of message on the Remote server"
If this box is checked, uncheck it. If it is not checked you are not set up to leave mail on the server.
