| | normal behavior
From the sound of things, this is normal behavior.
As a new user, you will see your folder list appear on the handheld, but the content of those folders does not come down to the handheld. Only new mail delivered to your inbox (and any amount of mail your BES admin set for pre-population) will appear on the handheld.
Try sending yourself a piece of test mail, file it into a Notes folder on the Notes side, and it should get filed into a folder on the handheld side. (You'll know it has been filed because the icon next to the message will change.)
850 > 857 > 6710 > 6230 > 7230 > 7520 > 8703e > 9530
nRIMGateway > BESD 2.2 > BESD 4.0 > BESD 4.1
BESX 3.6 > BESX 4.0 > BESX 4.1