thekid: If you have a hotmail account then MSN Messenger checks your emails for you anyway (if the account you wish to check is your sign-in name, otherwise you cant). When you sign in, or get a new email while signed in Messenger tells you.
In the MSGPlus! plugin which adds extra features to Messenger it has a feature which allows you to check other email's besides hotmail (that have pop support). So if you have an email address over at some other email provider (like ur ISP) and they gave you the pop server address (like pop.someisp.com) then you can check your email over there also. How? Simple! Just read Anubis post above, read the instructions and you should get it to work!
Just remember, for the pop mail checker feature in MSGPlus! to work you MUST know the pop server address of the email provider!
Hope this was of some help to you!
- Sully