Strange behavior with mail application,

I'm experiencing strange behavior when using the mail application. I have smart folders set-up a specific way. For example, if 2aa@aa.com receives an email, it will go into the 2aa smart folder. I have it like this for all of my emails. For some reason, when I try to delete emails from Mail, it deletes, but if I press retreive messages, they pop back in. It doesn't matter if I do this from smart folders or from the regular emails themselves. I delete them, and they reappear.