I assume you're using Outlook Express (OE).
In OE go to Tools -> Options. Click the 'Read' tab. UNtick the box next to 'Mark messages read after displaying for...', then click on Apply, OK. Send yourself a 'test' message, then a short while later download messages in OE to see if this problem recurs. If it does, OE may need to be repaired. To do this, do an IE-repair which takes care of repairing OE as well click here. G