Just an update for those that are interested.
To retrieve my pop account e-mail incoming = mail.myisp.com.au for outgoing mail.myisp.com.au just the same as it was when I had the SME in server only mode.
I have registered my domain name and am using Custom DNS with
https://www.dyndns.org. Have made the changes to edit /sbin/e-smith/dynamic-dns/dyndns.org file in my SME. I don't know if it works yet as my line to my ISP has not dropped out yet, so I have the same IP as when I first set it up (3 days ago).
Mail sent to my new domain name works fine as does my web site (only about three line)
Thanks to all those that offered help and suggestions.
Now that I server /gateway with modem in bridge mode I have found that it is fairly easy to VPN into the SME from an XP Machine. The only problem seems to be the speed of the connection (client 512/128 server 256/64)