I have the same problem with someone who uses a Pocket PC. All settings are correct (tried and tested extensively), but it refuses to download any mail. The e-mailclient succesfully logs on to the server, and then keeps coming up with: "Messages cannot be downloaded to your mobile device. Make sure you are connected and that your e-mail account settings are correct. Then, try to download message again."
The worst thing is: if he tries it with another mailbox, located on another (not-DA) server, everything works correct...