This is new - never touched a scenario like this before.
Alright so with Exchange 2010 that the POP3 connector only comes with the SBS 2011. From the little bit of research I did, unless you are using SBS Server 2011 I think you'll need to purchase a 3rd party POP3 connector. Unfortunately I can't really make any recommendations as to which is best.
Whatever tool you want, you are going to want to set it up in a one-to-one style configuration. Additionally, you'll want to also make sure you setup a send connector that connects to GoDaddy and uses it as a smarthost.
A quick look on Google produced MapiLab which looked good enough. You could download a demo and trial the software. Again, I've never dealt http://www.mapilab.com/exchange/exchange_pop3/