Keep copy of emails on Exchange Server

We have Microsoft Exchange 5.5 Server & use Outlook 2000 as its exchange-client & Outlook Web Access (OWA) to send / receive emails.
Is there a way I can save a copy on the server as well allow the user to download it to his laptop ?
At present all emails get downloaded (and removed) to the user’s PST file in his Desktop in office. When the user is outside office & logs using OWA he sees no emails.
Akash