POP3 (Post Office Protocol) is the setting being used to access a Hotmail account through an e-mail client such as Outlook. For more information about this, visit:
http://windowslivehelp.com/solutions/dav/archive/2009/05/04/frequently-asked-questions.aspx
For the steps on how you can enable the "Leave a copy of messages on the server" check box, visit:
http://windowslivehelp.com/solutions/settings/archive/2009/02/16/how-to-add-your-e-mail-account-to-microsoft-outlook.aspx