My message to you is give us more information! We kind of need to know what exactly your using....hotmail? POP3 account?
If I said something like "My truck won't move." Would you be able to figure out whats wrong with my truck?
Edit: And if your messages are being deleted - but not by you, and your sure it's not by you - someone else might have access to your email account. Depends on the situation though.