Well, email works, if the settings are correct (and it works on my phone, even if it isn't any consolation to you, I imagine), and if the server behaves correctly.
If it doesn't work for you, the error is in the settings you have, or a server-side problem.
Anyway, how about, if you:
- Say what is your operator/carrier (and in which country)?
- List the settings of your GPRS Internet Access Point
- Call your operator and make sure you have the right to use the GPRS IAP
- List the settings of your POP3 or IMAP4 account (don't post your actual username & password, though)
Make also sure that the outgoing (SMTP) server defined is your operator's SMTP server, and not your email service providers (unless they're the one and the same).
If you have Opera on your phone, you can also verify that the GPRS IAP is correct by using Opera; if Opera works with that access point selected, it should work for email, too.
If all the settings are, indeed, correct, then verify with your email service provider that the email server is really accessible from anywhere on the Internet (i.e., that it doesn't, e.g., require the use of VPN, Virtual Private Networking, software).
Other than that, I don't know how to help you.