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........