To have your Mac OS X Mail remove messages from the server when you check mail (using POP), you will follow these steps:

1. After opening the Apple Mail program, click on Mail from the menu at the top.
2. Click on Preferences.
3. Click on Accounts.
4. If you have more than one mail account, select the one you want to work with.
5. Click Advanced.
6. Make sure the box next to Remove copy from server after retrieving a message is checked.
7. You can also remove messages currently saved on the server by clicking the Remove now button.
8. Click Save when you close the Preference pane.

Using Remove copy from server after retrieving a message will make sure your messages are always downloaded to your Mac, and prevent your mailbox quota from being exceeded.