Oh. Well, I misread the FAQ because that's where I got the info. Totally missed the statement that says very clearly that it does not automatically change the time zone.
I read this...
Network - Synchronizes the time (minutes) with your service provider's local network time.
...to mean that it synchs it with MY THEN LOCAL time.
Bummer that it doesn't do that. Especially when my stupid Nextel Blackberry did (7510 I think) years ago...