I am using thunderbird with yahoo pop3 account. In thunderbird I have ticked the "leave the message on server" option, but still my emails are being deleted from the yahoo server.
Look at your settings again. Depending on the version of Thunderbird you are using, in the Accounts Settings under the heading of Server Settings, look again to see what is clicked and what is not clicked. You may have "Leave messages on server" but you may also one of the sub-selections "Until I delete them or move them from my Inbox" clicked as well. If that item is clicked and you move emails from your inbox to any other folder or sub-folder, the next time you click Get Mail, those emails will be deleted from the server.