There are several versions of these directions, depending on which email program you're using:
Thunderbird is the email program I normally recommend, for the following reasons:
Thunderbird is available for platforms other than Windows, so if you're using some other platform, these directions will also apply.
Thunderbird is free, both in terms of "free speech" (i.e. it's open source, you can do what you like with it) and in terms of "free beer" (i.e. zero pricetag.)
Outlook and Outlook Express are the number two and three programs in terms of allowing viruses and spyware to propagate (the #1 program is Internet Explorer.)