How are you receiving your mail? Is it with a proper email client (such as Outlook, Outlook Express, Windows Live Mail or Thunderbird) or through a web page?
If you're using an email client then you (or someone else who uses your computer) must have created a rule which sends some types of mail (or, if the rule is badly written, all of your mail) straight to the Deleted box. (In Outlook Express you'd need to go to Tools > Message Rules > Mail to delete the rule. Other email clients are usually similar).
If you're using web-based access, then your email service probably has filtering rules to send (what it sees as) junk mail directly to the Deleted folder. You need to look for the option, somewhere on your email page, to adjust (or remove) spam filtering.
Chris