In the POP mail preferences you can leave messages on the server (mail server) for up to XX days. This leaves a copy of the email on the server.
For me, I use a IMAP webmail client during the day and POP at night, so it is nice to leave the messages on the server to look back on. I have it set from 30-60 days for most of my accounts.
IIRC in Eudora, there was a "delete from server" or "remove from server" filter setting. Just looking for something like that in Mail.app. I will try transfer.
BZ