Sounds familiar...............
Have you looked in the trash or delete bin? Many email programs keep them there until you exit the program.
EDIT
AS a tip for the future, it is possible to set your POP3 retention days so that when you get your emails they remain on the server for a number of days. IN this way I keep all my emails on the server for 7 days and back up once per week. If I have a crash or whatever, logging back into the POP3 email server will get all my emails from the last 7 days. Just a tip!