Your iPhone settings are based on the types of accounts offered by your hosting company. Most offer POP/SMTP and IMAP. Some also offer Exchange / EWS, but frequently charge an additional fee to use those kinds of accounts because of additional licensing costs involved.
While POP/SMTP tends to be one of the more frequent types of accounts, POP/SMTP can be confusing when the same account is accessed via multiple devices because POP, unless the feature is overridden during the device configuration, automatically deletes messages from the mail server and, if you check from other devices (desktop, etc), you may be disappointed to find your messages have been deleted after you "read" then on your iPhone.
IMAP offers a lot more flexibility in that it leaves the messages on the mail server, making them accessible from multiple devices (desktop clients, web interfaces, iPhones, etc.)
If you want to try to setup IMAP, you can configure a new e-mail account on your iPhone, select IMAP as the type, and, depending on whether or not your provider has setup something called "autodiscover," your iPhone may automatically configure itself - based on the autodiscover settings.
If that doesn't work, you'll have to contact your e-mail provider to get the specifics for your account.
If you have someone like Gmail, Comcast, YAHOO!, or one of the other large providers, you may also be able to Google their POP and/or IMAP settings for your iPhone.
Good luck, and please let us know how you faire with your new iPhone setup.
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