...downloading mail disappears from inbox.? Before resubscribing to Yahoo Mail Plus I didn't have this problem. But now when I open Outlook Express and new mail appears, it disappears from my Yahoo Mail inbox. I want the messages in both places.

That's what OE does by default. In order to prevent this, in your OE click Tools > Accounts > (highlight the account) Properties > Advanced tab and check to "leave a copy of messages on server".

The ones that are already downloaded there is nothing you can do except forward them back to yourself.