Syncronization of folders in Exchange 2003

I am a bit of a novice with Exchange, but I have been tasked with implementing Exchange for our small company (45 users). My question is, with a standard run of the mill POP3 account, when you check your email using Outlook, from one location, the emails are downloaded to that computer. But when you check emails from the same account and a different computer, the emails that you got previously are not on the server anymore. Is that still the case if you have an Exchange server of your own? Or is there a way to synchronize all of the folders so that regardless of whether you check email at home or work. The folders and contents are the same?