you're right, I can check a pm on my iPhone but you require a half decent signal otherwise it's takes forever to open a page, sign in ect... It's a right hastle to do and where I am, I'm lucky to get one bar! Emails on the iPhone are different, they come through automaticly.
i haven't learnt to do that, i have to do it maual stylee and tell it to go check the email account.