You need to use an imap server, I do not know if gmail has this or not, as pop (IIRC) does not allow you to grab headers and download / leave on the server.

If I am wrong please do not shoot me, as I am not 100% sure, but have always set users up with imap when they have asked for this feature.

Okay, I won't shoot you, but POP3 servers do permit you to download a copy of a message without deleting it. I know this is supported in Eudora and Outlook, but I don't know about Mail.app. Often it masquerades as a "leave on server for x days" feature.
Luck,
Andrew