hi this is how my server settings appear in outlook express :
Pop3: www.domain.com
SMTP:www.domain.com
With this settings I'm able to download email correctly,
but I would ask you if those settings are correct or is more indicated to have Pop3 = mail.domain.com

if the mail server is at the same IP as the www then there should be no problem. mail should be an A record in the nameserver of course.

I don't set up an A RECORD for mail, and just use what you have above.