Ann,
They are receiving their messages downloaded to their computers and
may see the last one in a whole thread, but not the original one or
any subsequent ones.
Are they receiving messages individually, or in a digest?
I can't think of any whey they could have that result with individual messages, unless their email interface is in something like Gmail's Conversation mode and they don't know it.
If they are receiving individual messages the other "is it plugged in" thing to check would be their Spam/Junk folder, just in case.
Shal
Shal Farley