Create a Mail Server

Your description of what you need to do does not describe a mail server, except the part where you call it a server. You are describing a client, and a server communicates with clients. Do you need to just get messages? POP is easier to do, so if you don't need the additional benefits of IMAP then use POP.
 
You can save the mail in SQL Server. I don't know what the other mail clients use, but Windows Mail in Vista stores messages as files with an eml extension and usees a JET database (see Extensible Storage Engine) to index them for fast access. I think that Windows Live Mail also does that. I suggest using a directory to be used to store messages; you can call it a message store, since that is what Microsoft clients call them. You should make the location configurable by the user. Then use SQL Server to index them. You might switch to ESE later but start with SQL Server. When I say index, what I mean is that you can store such things as sender and recipient, subject, date and size.