Due to the new webmail client, we now have two mail servers, when you log into your email via the web a second inbox is created on a different server.  Your email is then pulled from the main server, which is the one that your Email client (Outlook Express, Windows Live Mail, etc) would pull email from in the first place.  If you log into your webmail first, essentially what occurs is that you now have a copy of your email on two different servers.  This is why even when you delete messages off your email client, the messages will still exist on your webmail.

 

If you log into your webmail, and go into the options, you can set the 'Remove on demand' function which will delete your email off the main server when you delete the email within your webmail inbox.  Note though that if you delete the email from your webmail with that option checked before downloading it in your client, it will delete the email from the primary server.