Had this issue sometime back with Win Live Email 2010. Changed email clients and the problem went away. Have installed Win Live Email 2011 hoping the problem has resolved itself, but has not. The pc is running Win 7. When Email 2011 installed on other pc with Win 7 works fine. Below is the the problem:
Email will arrive, you can hear the chime for new email, however it either appears for a second or doesn't even show in inbox. Using the ISP web access to the email server I can see the email being deleted from the server also. The email does not appear in junk folder or any other folder. New install has no message rules applied.
Server settings in Win Email are set to leave the email on the server and to not delete when deleted on the client.
Would appreciate some incite into other settings to investigate.