I've thought about that. But if I do that, they'll be filtered in my webmail but I'm pretty sure the messages would all come into Mail in the Inbox, so I'd have to move them around in Mail. I prefer to use Mail as I don't like the webmail interface. I generally only use it when traveling or other times I'm away from my Mac.
Ah yes, it's a POP system, so nothing is the same. But if you don't archive them somehow they are always at risk.
Then you need to backup your mail more than occasionally, all your eggs are in 1 basket and things go wrong even with good intentions. The same applies to an Imap server unless you are OK with relying on someone else to safeguard your files.
A clone that can be incremented is my first choice, using Carbon Copy Cloner.
I would have talked you in to an Imap account, POP is antedeluvian.