TB will only download messages it hasn't downloaded before, but it has no way to tell what messages have been downloaded by other mail clients. Sop you've got to download everything and afterwards it'll only download the new stuff.
It's not what TB can do, but 't's the way the pop3 protocol has been designed.
However, that same pop3 protocol might give you a workaround. With pop3 you can only download from one folder, so you might access your account via webmail (if that's provided by your ISP) and create a second folder and move he old stuff to that new folder. As pop3 won't recognise the new folder, it won't offer it to TB for a download. But the way most webmail clients function, this might amount to quite a lot of work....