As others have mentioned there are some downsides. I have never had any spam to my carrier e-mail account (and hope not to) but then again, I never use it. It is only there to service my other two accounts (my corp account and a personal pop3 account).
Clearly, having a BES service would be best but when that isn't an option this is the best other way that I have found.
Glad to hear you got it working and, yes, it is pretty simple to set up