A .Mac type account behaves as and is really an IMAP type account so instead of messages downloaded from the server (as with a POP type account), the received or Inbox messages in Mail are synchronized with what is available at the server instead.
Try using the Rebuild Mailbox function on the account's Inbox mailbox. Open "In" in the mailboxes drawer by selecting the black triangle besides "In" pointing it down.
Select the Inbox mailbox for your .Mac account and at the menu bar, go to Mailbox and select Rebuild.