Hi,
From the description, you mean all POP3 emails are copied into the Inbox of the Exchange account, correct? If this is the case, please go to Home tab > Rules > Manage Rules & Alerts, check the rules list to see if you have set any rule to move a copy of received messages.
If above doesn't apply, please try creating a new mail profile in Control Panel and then reconfigure your email accounts in the new profile to see the result. To do this, please follow the steps described in the following KB article:
https://support.microsoft.com/en-us/kb/829918
Hope this helps.
Regards,
Steve Fan
TechNet Community Support