For that, you need to use an email client, meaning a separate software from your web browser. Just about any email client can handle multiple email accounts. Win XP users have Outlook Express. Windows Vista users have Windows Mail. No email client comes with Windows 7 but Windows Live Mail can be downloaded for free from Microsoft; it works with Win XP/Vista/7. Microsoft Office users can use the Outlook component of Office. Another good email client is Thunderbird, which comes from Mozilla, the makers of Firefox web browser. And, if you happen to be a user of the Opera browser, Opera has a a built-in email client called Opera Mail.
Since you're using Win XP, I suggest either Outlook Express or Thunderbird. You already have Outlook Express but Thunderbird is a very good alternative. Although I used Outlook Express for years and liked it, more recent exposure to Thunderbird allows me to also give it a strong thumbs up.