I joined the forum for an answer to this specific question.  Unfortunately, either this option was not included in Versions 4.41 and 4.51 or I am just not able to locate any such check box.

Please, if you will be so kind, could you direct me to a solution to this problem.

Thank you.

Have just setup Pegasus

But before I use it how can I make sure messages are left on the server. I cannot see any option for this.

[quote user="bluejay70"]

Have just setup Pegasus

But before I use it how can I make sure messages are left on the server. I cannot see any option for this.

Go to Tools | Internet options |  Receiving (POP3), edit the POP3 setup and make sure that "Delete mail from host once it has been successfully retrieved" is not checked.  If you check this box, Pegasus Mail will delete the host's copy of each mail message it successfully downloads, which will prevent it from being presented to you again the next time you retrieve mail. Leaving this box unchecked tells Pegasus Mail to leave the mail on the host even if successfully downloaded. Mail left on the server will be retrieved every time you download mail. 

You should also do to the "Download controls" and select "Download only unread mail"  The usual practice when retrieving mail from a POP3 host is to delete it from the host when it is successfully downloaded. If you do not delete it, you would normally expect to see it again the next time you download mail from the host. Pegasus Mail incorporates a powerful and complicated facility which allows you to leave mail on the POP3 host without deleting it, but only download mail you haven't already seen. Because the POP3 protocol does not actually provide this facility, there are some limitations on this command, the most specific being that if you run Pegasus Mail on more than one machine, each one will have a separate list of what you have already seen; so, if you download mail using one machine then access your account later from a different machine, you will probably get the mail you downloaded the first time again, where downloading the mail on the same machine you originally used would only show mail which had arrived since the last time you accessed your account. Check this control to instruct Pegasus Mail to attempt to download only mail you have not read. The effect of this control is probably meaningless if you do not also uncheck the "Delete retrieved mail on host" control. Using this feature can significantly increase the time it takes for Pegasus Mail to retrieve your new mail.