To disable automatic grouping of duplicate messages, quit Mail then run this command in Terminal:
defaults write com.apple.mail AlwaysShowDuplicates -bool true
To revert to the default setting, run this command:
defaults write com.apple.mail AlwaysShowDuplicates -bool false
or simply delete the setting altogether with this command:
defaults delete com.apple.mail AlwaysShowDuplicates
If you want to see how Mail behaves with this setting enabled, but without modifying your preference file, start Mail from Terminal with this command:
/Applications/Mail.app/Contents/MacOS/Mail -AlwaysShowDuplicates YES
I learned of Mail's modifiability (is that a word?) from here:
http://hints.macworld.com/article.php?story=2004101603285984
and here:
http://erikslab.com/2007/07/16/os-x-mailapp-logging/
I found the AlwaysShowDuplicates option by looking for interesting words similar to 'duplicates' in the Mail executable like this:
strings /Applications/Mail.app/Contents/MacOS/Mail | grep -i duplicat