I can't find anything on outlook express which would filter what it downloads depending on how old it is.
If you go "Create rule from message"...
you will get a list of conditions, but on my outlook express, there isn't a conditon about how old a message is.
The closest thing i can find on Outlook Express is about viewing messages.
Go to, "Deine Views"
then click "New", you will get a list of conditons for viewing messages after they have been downloaded.
You can then choose to hide these.
I know this isn't what you're looking for, but it's the closest i could get. I tried searching for pop3 filters, but couldn't find anything on that.
Btw, in what version of Outlook Express did you have this feature?