FINALLY THE SOLUTION
I'm system admin in our Internet Service Provider. We have ten thousand emails accounts.
First of all, the final user cannot fix this problem by him self in Maill app in Lion.
And this is not a bug in Mail Lion.
This is a configuration mistake made by some internet providers.
I reported a few posts before this problem. The new MAil in Lion, now is respecting the CAPA commands. Now it is a mandatory condition.
A lot of ISP use perdition for pop and imap servers as a proxy.
The problem is that perdition uses the same configuration for pop and imap in its default configuration file.
When a mail client asks for capability in some pop server, perdition is answering wrong.
The system admin in your ISP must correct this configuration.
He needs to use pop_capability.
The syntax could change if your ISP is using a different perdition version or different attributes in their servers.
pop_capability USER UIDL TOP (in older version the the capabilities should be delimited by two spaces)
In newer version the capabilities should be delimited by dots. (USER.UIDL.TOP)
I changed this conf in our POP servers that use perdition as a pop proxy and now Mail can connect without problem.
By the way, the older version of Mail wasn't respecting the CAPA command. I use to set our servers to not receive messages above 25MB, but Mail was ignoring this instruction like others commands.
It seems now that Apple fix this bug and now Mail is respecting CAPA command.
Because of this, Mail in Lion couldn't connect correctly in some servers where CAPA instruction send by the server is completely wrong.
You should ask your System Admin in your ISP if they use perdition. It's difficult to get the answer.
At least you could send this post to fix the problem.
I did here and now Mail in Lion is ok for all our customers.