Use
Thunderbird it's better then outlook express(plus its faster to open when you click in a mailto: link..) and it's easy to use and configure...if you need help to configure POP settings go to :
Gmail Help to config POP (Note : it says Thunderbird 0.x but it works the same way with 1.0 version...)
Plus to enable POP acess you need to do this in your Gmail Account Settings :
See it