Windows 7 live mail disappearing emails as they load

1. no norton just AVG have never had this problem until the last month or so

2. Email screen opens shows the emails as they load then one will just disappear and cannot be located

3. Have tried the various fixes but emails are gone I have set account to save all emails to server

4. POP 3 through co.net is the incomming server

5. How do I find these mails??