If you run a real time virus checker and the messages had a virus or something your checker thought was a virus that could cause this kind of behavior.

I ran across this today. A user on the network clicked on a message. When Pegasus began opening the message, a message popped up that said there wasn't enough room to save it. Then the sender's name changed to unknown and the message contents disappeared. He tried to open four messages and all four repeated the same actions. I logged him out, restarted the computer, and logged him back in. The same blank messages were in the new mail folder and new mail continued to be erased today. What could be the problem?

 Sabrina