Thanks for your information; I no longer remember exactly what happened and do not know which messages I missed.

But thanks!

Using Pegasus 4.63 I saw nine mails waiting to download from my server.

Three downloaded and the fourth did not succeed; Pegasus broke the connection.

Then I downloaded again and saw six mails waiting and succeeded to download them.

The first three mail did not come in my inbox; where are they?

Try running Selective Download from the File Menu. It should show all the messages sitting on your server. You can then mark them for download and "Do it"  The first three were probably marked as Read on the server, and will therefore not be re-read for another download.

HTH

Martin 

As Pegasus deletes every individual mail after downloading this mail, there are no mails waiting!

Not actually true. POP3 protocol requires that the deletes are performed after all the available messages have been downloaded and received by the client. Otherwise the whole (download) transaction is backed off.  The actual RFC states "...

The receipt of the QUIT command signals the server to delete any messages marked for deletion..."

Martin