Does your $MAIL refer to correct place(/var/mail/user? Have you setup the pine correctly
(the inbox-path should be /var/mail/$USER)?
If you dont like the idea of mail being in the /var/mail dir, you could use procmail
with ~/.procmailrc containing something like
Code:
MAILDIR=$HOME/mail
DEFAULT=mbox
To get your mail to the ~/mail/mbox (check that ~/mail directory exists).