Go into Messaging, choose options, Settings, E-Mail, Choose Mailboxes, choose options, New mailbox and enter the relevant settings.
The default mailbox settings are in Messaging, choose options, Settings, E-Mail, "Mailbox in use" is the default mailbox which can be amended as necessary.
I don't keep my GPRS always on but when I download emails it makes the sound that is set in the profile under "Email alert tone" so depending on the profile used, this is the sound it would make when you receive a new email.
Hope this helps.
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