Well....it's probably the pop3 and smtp server they want and in my humble experience they are:
Incoming: pop3. and then the isp you use so pop3.xtra.co.nz or pop3.wave.co.nz
Outgoing: smtp. and then the isp you use so smtp.xtra.co.nz or smtp.wave.co.nz
It's possible that some of those emails were spam (and large ones at that). Before you download all your mail it is worth logging on to webmail (if your ISP has it) and deleting the spam, so that all that is left are 'real' messages. Alternatively, if your ISP supports it, use IMAP instead of POP.