They are correct, I have the same issue at my work. The redirector only shows us they are there, but we cannot open them. If you need to open them, you can forward them from your Blackberry to your AOL account and you will be able to view them. Get your employer to spend the money on the BES and you'll be good, or you can go to:
http://www.exchangemymail.com/solosync.asp
and pay $24.95 a month and you can use their BES with your work exchange server to fix the problem that way.