boy did I suffer with this for a while! My IT guy gave me the following for Outlook 2003. Go to Tools, Email accounts, View or change existing email accounts and select your email account. Select Change button. In the lower right of the dialog box select More Settings. Click on Advanced tab. All the way at the bottom is "Leave copy of message on the server" and some other check boxes. I have all three checked.
This should allow you to save your emails even after you read them in Outlook. I think that means that when the BBerry goes to fetch it it'll still be there!