"09:03.15 Connected to localhost, version... "
If there is no connection with the server part, launch UserGate Server and press the Connect button.
If you cannot establish connection, check the 'UserGate.exe' on Processes tab of your Windows Task Manager. Check the file 'UserGate.exe.log' located in the UserGate directory for any error messages. It is possible that UserGate Server is not launching because of the errors in the configuration file (config.cfg) or the statistics database (log.mdb).
nslookup pop.mail.yahoo.com
or
nslookup smtp.mail.yahoo.com
If DNS is set up properly, you will get the IP addresses of the requested mail servers. If the IP addresses are defined correctly, but mail delivery still doesn't work, check if the server ports used (25 and 110 TCP) are not occupied by any other service (use command 'netstat -a').
In case the ports are free, check if they are not closed by a third party firewall.
NOTE: Windows XP has build-in firewall enabled by default.