They are full of it, Microsoft Small Business server comes with Exchange 2003 which with service pack 2, fully support push active sync, I use it with my E61 and it works great, its just a shame the E62 has no WiFi, nevertheless it should work fine. You will need to purchase an SSL certificate from an online certificate authority, then install it to your SBS server and download it to your phone, then you'll be set.
TG