They are the incoming (receiving) and outgoing (sending) mail
servers, respectively. Each mail provider has their own mail servers,
so check their website for email setup instructions. If you are
trying to set up a RoadRunner account, start here: http://help.rr.com/AA/rrwho.aspx?ReturnUrl=/Default.aspx
If you are trying to set up a Yahoo account, be advised that free
US-based Yahoo accounts have web access only, no POP access.
You can pay extra and get POP access: http://mailplus.mail.yahoo.com