When there are too many messages in your mailbox(es) to display on one page, a navigation panel with a "Page Size" drop down will appear at the bottom of the message list. By default the Paging Style is set as below, "Next, Previous and Numeric Pages"
There are a multitude of paging styles to choose from. This setting can be modified by going to Action > Manage User Options > Viewing Messages [tab] > Paging Style.
Tip: Saving your Paging Style will require the Message List tab to be closed and reopened to display the new Paging Style.
To navigate the email message list using the navigation panel (above):