Your email service needs to support either the 'POP3' or 'IMAP' protocol. (Don't worry! You don't need to know what they mean. It's just like saying your car needs an engine - you don't actually need to know how it works!). While most free web-based services don't do that, but any service directly from any ISP should do so.
Then you need a suitable email client (which is simply a computer program designed for sending and receiving emails). If your computer has an older version of Windows (such as XP) it will have Outlook Express (and possibly Outlook) already on it. Later versions of Windows require you to download and install an email client. (If you download Microsoft's freebie it will be Windows Live Mail. Otherwise you could use a third-party program, such as Thunderbird).
Then you need to configure it with the relevant settings, which are specific to your ISP (and to your personal account).
It's not as hard as it sounds but, in order to help, we'll need to know the following:
1. Which version of Windows have you got? (ME, 2000, XP, Vista, 7?) ;
2. When you click on Start>Programs can you see Outlook, Outlook Express or Windows Mail listed there. (If you've got Microsoft Office on your PC, it might be listed there). If so, which program is it? ;
3. Which ISP do you use?
Chris