You have to specify in gmail settings that you do not want your emails to be deleted. If this option hasn't been set, gmail sees that a message has been pop'ed and will remove it. Gmail's pop implementation is a little bit different from the standard pop email servers.
UPDATE: According to Gmail's instructions(https://support.google.com/mail/answer/47948?hl=en), if you want to download your email with POP3 on multiple clients, you have to change some more settings:
Setting up 'recent mode'
In your POP client settings, replace 'username@gmail.com' in the 'Username' or 'Email' field with 'recent:username@gmail.com'
Once you enable recent mode, please be sure to configure your POP client to leave messages on the server according to the instructions below:
Outlook or Outlook Express: on the Advanced tab, check the box next to 'Leave a copy of messages on the server.' Apple Mail: on the Advanced tab, remove the check next to 'Remove copy from server after retrieving a message.' Thunderbird: on the Server Settings tab, check the box next to 'Leave messages on server.'