As you indicated, SBS 2003 does include a POP3 downloader as a connector in Exchange Server. But non-SBS editions of Exchange do not include this very handy feature. Your option is to obtain a third-party, POP3 downloader.
There are many products to accomplish this goal. For example, GFI Mail Essentials is a full-featured antispam feature that integrates into Exchange Server and which provides a POP3 downloader. If that is overkill, then you could consider Jam Software’s SmartPOP2Exchange.