This sometimes happens when people use a web-based service like Yahoo or Gmail, but set it up so the e-mails also go to their phone or their PC.
Usually, the default setting is that, once the e-mail has been downloaded to a device, it gets deleted from the server. The assumption is that e-mails can be trashed as soon as you've downloaded them onto your phone or PC.
If this is the problem that's affecting you, you need to change your POP3 settings so that messages are left on the server even after they've been sent to your phone or PC. Search the help pages for your particular webmail provider (for instance, here are the relevant pages for Yahoo).
If that's not the problem, it may be that you have an over-zealous spam filter, which thinks that some of your (legitimate!) incoming items are just spam. If that's the case, again, search the help pages for information about how to view and change your spam settings.
Hope that helps!