Lets start at the beginning.
What basically happens with POP mail is that when someone sends you a mail message, it is stored on your virtual server until you retrieve it using your e-mail software. Another option which many people prefer is forwarded mail. In this situation, mail is not stored on your server, but is received, then immediately forwarded to another email account, anywhere in the world. You need only check in one place for all your mail. Of course, you'll need to tell the program where your mail is.