Any thoughts on this. Just got the iphone a couple of weeks ago from a Blackberry. I want it to download all mail to both phone and outlook but for some reason this is not happening all the time-any thoughts?

More info would be good!
Are you using POP3 email? If so then both the phone and Outlook need to be set to leave a copy of the messages on the server.
You are probably getting ALL the emails on Outlook but only some on the phone? Correct?
By default the iPhone (well most phones actually) are set to do this. Outlook isn't.
So if you get the latest emails on Outlook it will delete them from the server and then the iPhone will just see an empty mailbox.
Blackberrys normally work in a different way in that Blackberry's server regularly dips into your mailbox and pushes the email to the handset so you wouldn't have had the problem (most of the time).

In Outlook, go to the account settings and then the advanced tab and tick the box to leave a copy on the server.
You can optionally set to delete from the server when you remove them from Deleted items or after a set number of days. I normally do something like 30 or 60 days.

Now when Outlook downloads the email, they will still be on the server so the iPhone will get them as well.

The mail clients know which ones they've already downloaded and don't download them again.

Hope this helps.