Your screen should look similar to the following:
Steps 6 - 10 are optional, however they are recommended. If you check your mail from different computers, you may want to save a copy of your messages on the server, then have Outlook remove them after a specified amount of time. If you skip these steps, your messages will be downloaded to your computer and permanently removed from the server. This means that emails you have downloaded to your computer WILL NOT be accessible from any other computer.
You can set up rules in Outlook that will filter out junk mail and adult content.