To have your Apple Mail remove messages from the server when you check mail (using POP), you will follow these steps:
• After opening the Apple Mail program, click on "Mail" from the menu at the top.
• Click on "Preferences"
• Click on "Accounts" (the @ symbol)
• If you have more than one mail account, select the one you want to work with.
• Click "Advanced"
• Make sure the box next to "Remove copy from server after retrieving a message" is checked.
• You can also remove messages currently saved on the server by clicking the "Remove now" button.
• 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.