Incoming mail is pop.lycos.co.uk
Outgoing mail is smtp.lycos.co.uk
And make sure in the 'Outgoing Mail Server' at the bottom, the box is ticked 'My server requires authentication'
They have upgraded their server so this may have caused you a problem.
Oh, one other thing, connect to lycos via the web mail and clear the aggregated emails that may have collected, as these are not downloaded via POP3.
There is quite a good help section when you sign into the web mail.