By default, Apple's Mail.app sets POP accounts to removing messages from the server after one week.
To change this, open Mail.app and then go:
Mail > Preferences
Choose the 'Accounts' panel
Click the account you want to change
Choose the 'Advanced' tab
To stop it from deleting messages, uncheck the 'Remove copy from server after retrieving message after' checkbox, otherwise, adjust the time period to suite your needs