Do you host your own server, or do you pay a host to take care of your site?
if you pay a host, ask them to setup a pop3 email address for you
You'll need to also know the stuff you need to access the pop3 remotely, which will be a url like mail.yourdomain.com and your username and password
Then using those settings, you can try the various connection types, or ask your host which it will be.
Be sure to check in your Admincp -> Maintence -> View PHP Info to be sure you have IMAP compiled
Check the first post for details!