Mac Mail and Entourage?

Often I get mail in my Entourage mailbox but when I open Mac Mail the emails are not there. Should they not arrive in both boxes? I would like to have just the one email program. How do I make Mac Mail my default program (or should I)? Is it good to have two mail programs? I don't think I need two. Do I have to remove Entourage completely? If so, how? Which is the better program?