When setting up a FogBugz mailbox to use IMAP you can choose to either leave messages on the mail server or delete them. However, messages are always deleted for POP3 mailboxes. Please add the option to leave messages on the server for POP3 mailboxes.
I know this is a FogBugz FAQ at this page: http://fogbugz.stackexchange.com/questions/1744/can-fogbugz-and-a-person-both-check-the-same-email-account
There are some suggested workarounds on the FAQ page like using Gmail as your mail server or doing some sort of forwarding between email addresses, but those sorts of hacks have their own issues and are not suitable in all cases.