Most mail providers have online instruction for setting up a mail account.
I see you posted with a Hotmail email address. Is that your only email address?
Free Hotmail and Live accounts have webmail access only, no POP access.
Windows Mail handles POP mail but not webmail. However, that situation
may change later this month since Microsoft has promised to begin POP
access for US residents.
If you can't wait, the newer Windows Live Mail program does accommodate
Hotmail and Live accounts right now. You are welcome to upgrade to it:
http://get.live.com/wlmail/overview
