Where do you tell it to do that?? By reinstalling Outlook. Because when I reinstall outlook, I lose the files, been down that road.
In Outlook 2003 - go to Tools / Email Accounts / View or Change Existing Accounts. Select the account you use, then click Change / MoreSettings / Advanced. On that screen check "leave a copy of messages on the server". Click OK to save the change.
Depending on what version of OUtlook you have, Account Settings will be under either the File menu or the Tools menu. Se;ect an account to edit. Under “More Settings” there is a dialog box with 4 tabs. The last tab is Advanced. Choose that one. There is a place at the bottom of that screen to leave a copy on the server. Every version of Outlook is a bit different.