Somewhere on the email client you use, there will be a checkbox which allows you to leave emails on the server (rather than deleting them when downloaded).
IE. when you download email 1, it will still be on the server, so your pda/phone will be able to see/download it when you log on. So long as you use the correct logon details, of course.
The only prob with this is that all you mail will remain on the server and take up space, you are only allocated a certain amount by your provider.
So, it would be better to have 1 of your email clients set to delete mail when downloaded. EG. if your pc is set to 'delete mail when downloaded', you would download with your pda first, then the pc to get the mail on both.
Hope this helps (and makes some sense, just doing this off top of head as i only have pc).