After struggling thru the weekend, with a hit and a miss to get push email working it seems at the end of it, the problem was between the user and the keyb. 😄
I had active sync setup correctly, with the right Exchange settings. And when I was connected to my wireless (at home), using the mobile it was working. It took the effort of my colleague, Rick Pollak, to point out the obvious that I did not have a data account setup on the phone. (duh!). After having set that up all is well now. So, from now (until I get fed up and switch if off), if you send me an email to my office address at Avanade, I will get that email on my phone, ala blackberry style.
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