Outlook Send Receive Queries

Outlook send receive problems (Version Outlook 2002 (10.4712.4219) SP-2

OS Name Microsoft Windows XP Professional
Version 5.1.2600 Service Pack 1 Build 2600

When proceeding to:

Go Tools > options > Mail Setup > Send Receive > Edit > Account Properties > POP E-mail;

I correct the mispelling of my name, then I carry on to > Connection ticking ‘connect using my phone line and selecting modem’ and then;

> advanced selecting ‘Remove copy messages after 10 days and remove from Server when deleted from Deleted Items’.

With these alterations, I then proceed backwards to close for saving.

Without closing Outlook these alterations are in place.

HOWEVER, ONCE I CLOSE OUTLOOK, THEY ARE ALL LOST.

HOW CAN I CORRECT THIS TO PERMANENTLY SAVE?