When using a POP email account with multiple devices, email messages may only appear on the first device that receives them. This occurs when an email client is configured to automatically remove email from the server once an email client has received it.

See the article here:
iPhone and iPod touch: Using a POP account with multiple devices

Similar Posts:

• iPhone and iPod touch: About the purging feature for POP email accounts
• Supported push mail accounts on iPhone and iPod touch
• Using a Gmail account on multiple devices
• iPhone and iPod touch: ‘Mailbox Locked’, account is in use on another device, or prompt to re-enter POP3 password
• MobileMe: Confirmation dialogue choices and messages when configuring MobileMe Sync on an iPhone/iPod touch