You need to jailbreak your phone and inside Cydia you'll find "PushMod" which will allow you to set your mail check time to 1 minute instead of 15-minutes.
This is a great mod and has saved me a lot of stress and frustration, the lack of Blackberry style "free push service" makes iPhone less attractive, but this solves that.
Apple needs to make mobileme free and have a Blackberry style chat network to compete, I'm not willing to pay for something Blackberry provides for free with all their phones.
Now e-mail with this mod and jailbreak is finally as it should have been. It doesn't affect battery life that much and Apple should leave it up to the users to decide if we can wait 15 minutes for e-mails to come in.