Well you need to look at your desktop mail settings... they will tell you the host you need to connect to, and your username.. you know the password right!!
In those settings it will also say the type of mail service it is.. At the very least it will be POP, but in these days it's likely to be IMAP too.. I would suggest that you try selecting IMAP as the account type filling in the information and see if you get any mail. If not try POP.
Note: For POP you probably want to select "leave on server" overwise the iphone will download the mail, and once downloaded will delete it from the server so you'll not be able to pick it up from your desktop.
IMAP is the best as all you mail and folders reside on the server so it no longer matters where you read or send mail. You see the same info everywhere.