Don't know if that would work on Windows, but open the command prompt and give it a try. It should give a "POP3 ... server ready" message if the connection is successful.
I was just looking to see how long before someone said you needed to stop using Microsoft products.
Or you could download and install the Mozilla Thunderbird mail client and see if it can connect properly. I shunned Outlook Express for Thunderbird long ago and haven't missed Outlook at all. Thunderbird's adaptive "learning" spam filter is awesome.
Go into Outlook Express under your high-speed configuration. Go into properties and click on the Server tab. Select the checkbox that says "This server requires authentication" or something like that. Also select "Use same settings as my incoming mail server". This should fix the problem (assuming that you are currently able to send outgoing email).
It is possible that a firewall (e.g Zone Alarm, Norton), virus scanner (e.g. Norton, Sygate), or a proxy based spam filter (e.g. Pop File) is blocking or interfering with your e-mail program.
Log on to the email site to see if there is an extra-large email that won't download. This happened to me. I deleted it at the source, and all problems disappeared.