When you configure your Windows Mail or Outlook Express with POP3, by default, it will download all the messages from Exchange server.
When you access the mailbox from OUTLOOK, all old messages were gone. In this case, you can use the EXPORT Wizard of Windows Mail or Outlook Express, which has the option to export all the messages downloaded onto Exchange Server.
The best way is to configure the POP3 with option "LEAVE a Copy of messages on the server".