If you have Microsoft Office XP installed on your computer you are probably using Outlook 2002 as your email client. 

Confirming Version

Selecting Help from the top menu in Outlook, and then About Microsoft Outlook from the Help menu, should display a dialog showing information similar to the following.  You may or may not have the SP-1 designation, and the number in parentheses may be slightly different, but starts with 10.

Setup

Follow these steps.  Your screens should look very similar.  From the top menu, select Tools, then E-mail Accounts... you should see the following dialog:

Assuming you are currently using Outlook with at least one existing email account, select the option to View or change existing e-mail accounts.  If this is the first email account setup in Outlook, select the Add a new e-mail account.

Clicking the Next button will display a dialog similar to the following.  Depending on your current email accounts your screen may vary,