No matter which email software you choose, getting your mail (on your PalmPilot or any other computer) involves two steps. First, your modem dials and establishes a PPP link—a communications pathway. Once that road is paved, then you can run your telecom software over it, whether it’s an email program, web browser, or whatever.
When you’re finished using the telecom program, however, the PPP connection is still open. The modem doesn’t hang up automatically. The official way to end the call is to tap Applications → Prefs → Network → Disconnect.
A much better idea: simply turn your PalmPilot off momentarily. Doing so gracefully closes the PPP connection and hangs up the call, sparing you that long sequence of steps.