I too have had the same problem.  Doing a system rest does no good and makes you lose all your apps (they also disapear from the market downloads section too).  I have read through some other posts and a reply to mine  that this is a feature and not a problem.  It is meant to keep your inbox from cluttering.  Sorry, but I see it more as a problem.  I need to call Verizon back today and let them know I am still having this problem (called two nights ago and they had not had any complaints about this issue yet but would escalate it to HTC).  Hopefully they will have more insight into this today.