Hi
The setting you're looking for is in Mail -> Preferences -> Accounts -> Advanced
This allows you to leave mail on the server. However, we recommend against doing this for any length of time - as the mailbox is not designed as a permanent store for your e-mail. Perhaps delete from the server after a week or month... that would typically give you time to download on more than one machine if that is what you require.
regards,
Phil
p.s. I'm using Mail 3.0 on Leopard - but I'm pretty sure Apple haven't moved the setting... ;)
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Phil Long
Technical Support Manager - Zen Internet Ltd.