Every time you connect is normal in my experience - not every time you send / receive.
Also, you should not need to send / receive with a hosted account, mail will arrive as and when it arrives, you cannot force it to download any quicker by sending / receiving. It does not work like POP3 where you have to check from time to time.
The error with the address book means that they have not set you up properly on their side with segregated address lists so that you get a Global Address List for your own company. Nice!!