The second thing makes me wonder if your device has network coverage and properly provisioned by the carrier. Can you send emails from the blackberry? Do they arrive to the recipient?
My suggestion would be not to mess with the blackberry trying all things at once.
Make sure it works with your emails, you can send and receive, and only then try to change advanced settings for modem.
You should not have to wait for more than 15-20 minutes for email to arrive to blackberry after it came to your email account, and for Yahoo most providers have almost instant email delivery.