When you set up your email client you are asked to select your email-server type. The common email clients support the following email servers.
Post Office Protocol (POP3) server holds the emails until you download them from your server. When you download the emails it is permanently deleted from server. Use POP3 if you access emails form a particular system.


Internet Message Access Protocol (IMAP) server allows you to read, forward emails without downloading the email in your system. If you read or download any message then one copy of your email is always stored in email servers. It’s helpful for them who use multiple systems and want to access their messages.

You should be careful when configuring an email client. If you use POP3 you always have a risk of hard disk crash and need to backup your emails frequently (like i faced with outlook express). Well it’s a good idea to configure your email client to IMAP server.
If you use MS Outlook, have some change. I use Windows Live Mail. You can download it from http://get.live.com/wlmail/overview. With live mail you get live writer (for blogging), live messenger (IM) etc. If you have created some filters which keeps those filtered mails in separate folder (viz. Hotmail, Live mail), the window live mail takes care of it. It makes separate folders for filters in the client as you used in hotmail’s website.