Outlook 2003 – Downloaded emails not showing up??

I was downloading 40-something emails which were mostly large files in Outlook 2003. When the meter showed all of the messages were downloaded, nothing showed up in my inbox. When I clicked on the inbox folder, I received a prompt that read “your Outlook pst file has reached it’s maximum capacity…”. I have deleted over 300 mbs, but still cannot find my downloaded mail, and the server shows they were pulled off. Does outlookk sotre these in a new PST or does it just dump the new messages because they didn’t fit? I am desperate. Any help? Thanks!