ActiveSync will Sync your desktop Outlooks default mail account to the Outlook Mail folder on the device and that's it. If you do this, all your email will only be in the Outlook mail account on the device. When you create an email, the only way to send it is to use Active Sync and sync it back to the desktop and then it will send from there.
You've already created the POP3 account on the phone. When you're viewing the account on the phone, there should be a menu option to Send/Recieve. This will get and send your email over the air (across the carriers network).
"I have no special talents, I am only passionately curious" - Albert Einstein