Hi,
I think that you need to look under e-mail retrieval and select retrieval mode as 'multi-drop'. Set your secondary server for mail collection to pop.mysite.com.
Fill in the correct username and password for your pop mailbox and away you go.
Where you may then come unstuck is with sorting the mail - Stephen Noble has the excellent 'multipop' and there are load of posts in the forums on how to sort this out.
B. Rgds
John