If you want to use Outlook Express, there's as pretty good guide HERE
Outlook can be a little tricker (depending on what version you have), but just search the MicroShaft web for a guide..
However, if you just have a free Yahoo mail addy (eg: [email protected]) then you can't retrieve your mail through a POP program like Outlook Express, unless you upgrade to Yahoo! Plus. Note HERE
Right, do you not have a mail account from your ISP? In which case you may well be able to set-up additional sub-accounts.
For instance my ISP is BT and I can have upto 10 mail accounts.
If your looking for a 'free' mail account, independant of your ISP, then most of those are web based (as I said before), so you won't/can't use a POP based e-mail proggy (like Outlook Express) with them, unless you pay for additional features. You could sign yourself up with Google's G-Mail, Yahoo, MSN, the list goes on..
If you find yourself a mail account that supports POP, then you need to set-up the account in Outlook Express (or whatever proggy you use), as per the link above and most likely the e-mail providers help will walk you through the process.
The key pieces of info to have in order to set-up an account are:
Your e-mail address
Your user name - normally the same as your e-mail addy (not always thou')
Your password - from when you set up the mail account.
the POP3 server address - typically mail.yourmailprovider.com
the SMTP server address - typically the same as above
You can pretty much add as many mail accounts as you like to Outlook Express (or whatever proggy you use), for instance I run Outlook 2003 & have four mail accounts in it