Using XP, OE 6, My IEP is AT&T

Upon opening OE, message at lower right says messages are being loaded. I
get the musical sound saying it is completed yet there is no new email in
the Inbox or in Spamkiller (McAfee). I also checked blocked mail and the
webmail under my server AT&T which was empty (both the inbox and trash).
What else should I be checking to find what was downloaded?

Thanks