Can't be sure about this because I am at work and not sitting at my own computer. In the same page where you tell TBird how often to check messages, I think there is an option which says "download new messages", I think you need to have this box ticked, if it isn't already.
Hope this helps.
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Win XP Home SP2, FF 1.0.3, TB 1.0.2 Spybot, ADAware SE 1.05, McAfee Virus Scan
Tiggerlicious
PopTray Email Notifier