Download headers only?

I agree it's a useful facility, but Mail doesn't offer it as such. You could look at this (quoted from the Help):
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If you're traveling, or are in a hurry, you might want to leave large messages on your Post Office Protocol (POP) mail server so you can retrieve them later when you have more time or a faster connection.

Choose Mail > Preferences and click Accounts.
Select a POP account.
Click Advanced, then enter the maximum size of messages you want to retrieve automatically next to “Prompt me to skip messages over.” (For example, 100 KB.)
When you receive a message that is larger than the size you specified, Mail gives you the option of downloading the message, skipping it and leaving it on the server, or deleting it from the server. If you don't make a choice within 15 seconds, Mail automatically downloads the message. If you skip a message, then the next time you open Mail you're asked again to download, skip, or delete the message.
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Not sure whether you get the header when this happens, you would have to experiment.

Do you mean that, when you open mail, in the "Inbox" you would like to see only a list of senders with the subject of their messages?

That's what he means: it's a standard facility on some email clients, including Outlook Express, and VersMail on a Palm; Apple Mail offers a slightly different approach as I outlined above.

Do you mean that, when you open mail, in the "Inbox" you would like to see only a list of senders with the subject of their messages?