By default, most email software delete messages from the server once the messages are downloaded to the local PC. If you have changed the default settings to "leave a copy of messages on server," then remove this setting to again have message deleted after download. For additional assistance with how your email software, refer to your email software Help guide.
When using the email web interface, instead of a PC-based email program, then simply delete messages from folders. For additional assistance with the use of the email web interface, click the Help link after logging on.