Many know how to write such applications. It's enough to search through CodeProject articles to get some good code samples:
This is possible because POP3 protocol is open, so in principle you can do everything by yourself without even reading of these articles (who knows, may be you would dub them "3rd-party"
). You can find everything you need if you start here:
And this is possible because it's based on TCP/IP connection which is implemented in BCL (Base Class Library, http://en.wikipedia.org/wiki/Base_Class_Library
]) of .NET, which you cannot dub "3rd-party". It will be enough to use the class