If you are using POP3 to get your mail, Outlook is most likely removing the mail from the server after it downloads it. You will need to either tell Outlook to leave a copy on the server, or switch both over to IMAP, assuming the host supports it.
IMAP really is the way to go, as it will 'sync' changes between the devices. With POP, if he sends an email from the phone, for example, it will not show up as sent in Outlook, and vice versa.