yep, you need to know somethings about your email provider. do they support pop or imap and what is their incoming mail server. you won't need the smtp server (you would need it to be able to send email, but it sounded like you just want to download your current mail).
if you can't find that info on your provider's site, send them an email telling them what you are trying to do (set up mac osx mail to retrieve emails, or even just if they are pop/imap and the incoming mail server address). they should be able to help you out.