Verify that the email you are sending to works first before you go changing settings.
Visit verify E-mail and type the email you are sending in the email box.

Or they may be grey listing messages have a look at why they should notuse greylisting
Greylisting: The worst thing to happen to email since spam

Microsoft Outlook Express

Adding Pop3 mailboxes to your Outlook Express ver. 5

And that's it, there should be a folder on the left with the new name and the next time you get mail to that mailbox it should show up in there and not just all in the Inbox.

 (RTF POP3) E-Mail 
Last Updated: January 12, 2000