Nooo, SID, it's not using port 10061, that's an error number, as is 0x800CCC0E in the error message.
A google on 0x800CCC0E points you to some MS knowledgebase articles which discuss the problem.
It appears the pop3 and smtp ports (110 and 25, respectively) are not opening when they should.
Spanners, does NAV2002 have a firewall? If it does, turn it off and try again.
When you installed SP2 it would have installed a firewall which is on by default. I would expect it to handle OE6 properly as its from the same stable, but it might be worth temporarily turning SP2's firewall off as well and see how you go.
If you can get your mail with no firewalls then your client software is ok, you just have to configure your firewall properly.
BTW, you should be running only ONE software firewall at a time - if NAV2002 has a firewall you'll have to choose between it and XP's one.
Hope this helps,
AA