Unfortunately this can not be done, at least using the method that I am using, which is hooking into the AddToFolder function in notes. You see when your client is adding POP mail to a server based database the AddToFolder function is called on the server but not on the client, so the client doesn't get any change to handle the mail.
You can however install the dll on the server and then it would work for you (and everybody else on that server). However if you are not the administrator of the server, it can be hard convincing the administrator to add a third-party plugin to the server :)