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Why can't I download messages I send from my POP client?

In order to avoid duplicates, Gmail doesn't download copies of messages sent from within your client. However, these messages will appear in the inbox of Gmail when you access your mail from the web.

vice-versa if you send from your Gmail webmail  it will download.

https://mail.google.com/support/bin/answer.py?answer=75294 

If you really want your email download from email client  you must use the Recent mode

Recent mode fetches the last 30 days of mail, regardless of whether it's been sent to another POP client already.

In your POP client, replace 'username@gmail.com' in the Username field your POP client settings with 'recent:username@gmail.com'. Blackberry users will be signed in to recent mode automatically, without adding 'recent:'.

Once you enable recent mode, please be sure to configure your POP client to leave messages on the server according to the instructions below:

In Outlook, on the Advanced tab, check the box next to Leave a copy of messages on the server.

In Outlook Express, on the Advanced tab, check the box next to Leave a copy of messages on server.

In Apple Mail, on the Advanced tab, remove the check next to Remove copy from server after retrieving a message.

http://mail.google.com/support/bin/answer.py?hl=en&answer=47948  

In Thunderbird, on the Server Settings tab, check the box next to Leave messages on server.