"This message has no content"

I have set my iPhone to receive emails. However, there will always be a few emails that come thru with the SUBJECT HEADER but displays "This message has no content".

When I click on the email, it opens up and another message says "This message has not been downloaded from the server"

When I go to back my PC (windows), I get the 'content' of the emails in full....why does it only affect some emails while others are not affected? Frustrated!