Just for the hell of it, I installed Pegasus on my Win 8 box. Then, all hell broke loose: all my messages were transferred or downloaded by Pegasus, as expected, but in the process, all my messages were deleted from my Outlook account!!! And that is my principal message client.

How can I retrieve all the lost mail?

It's been awhile since I used a MS email account but it may have not changed that much. First, and most important, Pmail did exactly what it was told to do: delete emails that was successfully retrieved. You can change this behavior by:

• Uncheck [ ] Delete mail on server once it has been successfully retrieved {Internet mail options > Edit > Receiving (POP3) > General}
• Check [+] Download only unread mail (i.e, new since the last connection) {Internet mail options > Edit > Download controls}

About your deleted messages they are most likely resting (for awhile) in your account Trash folder. You can either recover them using a Web interface or using an IMAP access.