Not enough information to conclude what is wrong.  For example, are you
saying that any message greater than 1MB is being returned to sender with a
message stating its too big or are you saying the message actually makes the
mailbox on your company/ISP mail server, but it can't be downloaded?

If it is the later (e.g. can't download from mail server), it would be
extremely helpful if you would say what operating system you are using and
what type of connection you have to the mail server.  For example, you could
be behind a small soho router that lets you share a single IP address to
many machines.  It is well known that Vista has issues behind routers and
that you might have to turn off auto-tunning of tcpip in order to download
said messages.