Réponse en Anglais.
Orange or Wanadoo?
When Orange, you can have either Pop or Imap.
The difference is
Pop: you download the emails from the server, what happens on the server is not reflected on the computer, what you do with it on the computer is not reflected on the server.
Imap: this is a syncing system, the server and the computer are constantly synchronised. When you delete an email on the computer it is deleted on the server, and when you delete on the server it is deleted on the computer. You can however influence that by settings on the server and in the mail application.
Pop is OK when you have only one device to read your email. But when you have more devices, you want to have the emails synchronised to all.
You can now guess already what you have.
Also you can see it in Mail->Preferences->Accounts list there the mail server is either pop.orange.fr or imap.orange.fr.
I am not sure about the Orange mail server, but very often these imap mail servers have the deleted emails saved for a short while, so that you can undelete them (I have free Wanadoo email addresses and they are Pop), and thus restore them automatically in your mac.
