Well, sounds like you're on a POP server (which means your messages are permanently off loaded from your mail server to your email client)
Theres two solutions I can think of:
1) Don't start outlook on your desktop, if its not up, it won't pull the messages off the server. Then, when you start your laptop and enter outlook, it'll download all the messages.
2) Switch over to an IMAP server. I don't know if your ISP has this, but if they do, it's much better than POP if you switch computers frequently. IMAP keeps your messages on the server and syncs your computer to the server. Example: Your desktop recieves the messages from the server, then you login to outlook on your laptop and it will also recieve that message.