Begin by pointing to Tools -> Accounts in Outlook Express

Click on "Add -> Mail"

Type in your name

Type in your e-mail address

Both servers are mail.yourdomain.com, where yourdomain.com is the name of your website.

Enter your username and password. Remember, your username is the same as your full e-mail address.

Click finish.
You may stop here, or continue with the optional steps below.

Double click on the account you just created

Go to the servers tab and click the checkbox that reads "My server requires authentication". Click OK, and you're done.