Hi all,
after my previous post I've decided to start over with Nokia Messaging. This time I start with my yahoo mail. The hole setup pass differently. Now it is first time I actually see how NM is setup. After that I successfully add 2 more accounts, gmail and mail.bg. Everything works as expected.

I'm unsure where exactly the problem resides, but I suspect that my gmail account was already setup on my E52 or Nokia fix something meantime.