POP/IMAP converted to Exchange

There are a lot of questions...

What email program were you using with the POP/IMAP?
Do you mean you have set up your own Exchange email server or did whoever hosts your email move from POP/IMAP to Exchange?
Do you know if you were already saving your emails locally?

If you've already been using Outlook, open it up, go to File -> Account Settings -> Account Settings. Click on the Data Files tab and look at the file listed there. Does it end on .ost or .pst? Orrrr... does it just have your email address and say the location is "Online"?

I'll need to know this before we can go any further (because your answer will dictate which way we have to go).