http://email.about.com/od/iCloud-Mail-Tips/qt/How-To-Set-Up-Icloud-Mail-Imap-Access-In-Your-Email-Program.htm

I followed some advice on macrumors and it did not work so I found better advice elsewhere. 

Also for some reason when I delete a email in Outlook it does not instantly delete the email in Mail like what mail does to Outlook. Mail seems to delete the emails right away and they vanish from Outlook in seconds. Perhaps no way around this? I use Outlook 90% of the time but on occasion I use Mail, however I find Outlook has more features and its Intel Native (unlike Entourage 2004) so its pretty fast under ML.