Setting up mail

So, I'm setting up a new yahoo mail account (no, I'm not going to give the address out just yet - use the one at dodgeit.com to talk for now) with the objective being to check mail on the run via the wonderful wap.oa.yahoo.com on the ipaq. I want it to collect the email from my other accounts, and let me see them in a clean, tidy interface, all without cluttering up the ipaq with the messages - perfect.

Except nothing is ever perfect.

Checking the mail on the other servers (three of them, if you're interested in such trivia), I get:

Unfortunately, there was a problem:
POP server does not support LAST command. You may only retrieve POP mail from
this server using "get all messages".

Any ideas?