Shadow:
I used both OE and Outlook (I changed to Outlook because it stores emails in a more robust format, which isn't as easily damaged as OE's "file per folder" format.
If you're a "Yahoo.co.uk" customer, modify the POP3 and SMTP server names to ".co.uk" instead of ".com" - thay may help. Other than that I don't know what to suggest.
amanoffewwords:
It only gets the contents of the Inbox, so if stuff is automatically sent to the Spam folder it will be left on the server.