How can I stop the mail app from downloading old messages and marking them as new.... repetedly

I have just bought myself my first ever mac, and i've been having a little trouble with the mail function that comes with it. The first time i connected my mail app to my hotmail adress, all my old mails started coming in and they were all marked as unread. i had like 7000 og them, so it took a while for them all to load. after this i marked them all as read, and it was fine for a couple of days.

I am not sure what makes all my e-mails load as "new" again and again, but it happens every so often. This is very annoying because i get a little notification at the top of my screen for every "new" e-mail.

In the beginning i didn't think that much of it, but now it is really starting to annoy me, bacause it has happened so many times, so my question is:

Have any of you experienced this? And how did you fix it?

And i am running the OS X version 10.8.2, if that is relevant