It is usually your anti virus software. Try telling it to leave your email alone.

Thanks Airmail - you were right on: McAfee showed me how to disable Real-Time scanning of Email attachments. That worked. Don't ask me what that has to do with deleting any e-mail, even one without an attachment.

All these antivirus suites are getting too involved with things they have no business bothering and wind up sucking up all the resources available. I wish they would just go back to looking for and catching viruses.