Perhaps not what you want to hear: Get a working email application instead. Thunderbird is a reliable one.
Incredimail free ads advertising to your mail, I don't know if the people you write to like that. Also, your mail will look ugly, depending on the settings of the receiver's mail system.
As to your initial problem:
Perhaps you have to hit a "get mail" button or something like that. Also check if the mail has been moved into trash or spam folder. Additionally, you Antivirus software might have intercepted that message and deleted it for whatever reason.