Hmmm.
There used to be an option to leave the messages on the server after download (just like in Outlook), but I don't see it now. There is an option to download just the header, which might accomplish the same thing- but if you then wanted to see the whole message, you'd have to make sure to save it and sync to the PC.
IMAP isn't used by many people with local servers. I think that AOL is the largest example of an ISP that uses IMAP for email.
A nice description is here:
http://www.mcgill.ca/ncs/products/email/imapvspop3/