Outlook deleting incoming mail

All of a sudden Outlook has started permanently deleting my incoming mail. I don't recall changing any settings. I tried a system restore to before my last successful recieve of e-mail, but that didn't help. I am able to use Outlook Express on the same account and computer without any problem. When I open Outlook, it will download the e-mails (I can see them in the inbox as they download) then as soon as the last one is downloaded, they immediately delete. Any suggestions?
Scott
Outlook 2002 SP3

 

Steve, I checked the settings. Outlook wasn't saving on the server, but OE was set to save. I set Outlook to save and sent a test message. Outlook still deleted the message as soon as it downloaded. The only thing that changed was that it was still on the server so OE was able to download it, so at least I am able to get my e-mail. The only thing I can think of is that while adding a spamer to my delete list, I may have inadvertently done something to delete all messages. I will check that list for problems. That is a very long list. Comcast spam filters are worthless.
Scott

 

I don't know for sure if this was the problem or not, but a friend that is very computer literate advised me to run Trend Micro Scan from their website. It came up with two trojans TROJ_SE 69649 and 70239. There were also some other spyware/ malware and it cleaned them all for me. I can now use Outlook again.
Scott