POP 3 E-mail not delivered

I have recently installed SBS 2003 and successfully configured the POP3
connector to retrive mail from an external source.....However the first tests
revealed that every user needed two SMTP entries in their exchange profile to
allow mail to be sent and recieved correctly.
Unfortunately during this test mail was removed from the POP3 server and not
delivered, it is not in the 'infolder or any of the bad or undeliverable mail
folders....Does anyone have any other suggestions for where this mail might
have been put.......
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