If this is an email account from your ISP (Internet Service Provider), I suggest asking them how this is accomplished.
If you have a free account (like from Yahoo, Google's gmail, MSN's Hotmail or Live, or some other one), I suggest consulting their help sections.
I will say I once tried to change this with Yahoo! and didn't have much luck (though there's probably a way to do it I haven't discovered yet). On a brighter note, I've just looked around at my gmail settings and it appears to be fairly straight forward there. I haven't looked around at my Hotmail or Live accounts.