NOTE: This method is called only if you
implemented IwodPop3ClientNotify interface in your
application, and wodPop3.Notification
property has received reference to
instance of your implementation.
Connected is a notification method called by wodPop3
after it has successfully connected to the remote server,
logged on, retrieved list of messages, their sizes and
UIDs.
wodPop3 has already created collection of Messages you can
access, and decide if you will Get individual message,
all their headers using GetAllHeaders
etc.