SOLUTION
I disabled DATA CONNECTION in the Comm Manager. It is directly below Microsoft Direct Push in the list. Thanks profgeek for pointing me in the right direction.
Everything then worked. Internet browser showed the McDonald's Terms & Conditions, which I accepted and it let me access the Web. ActivSync started working then too.
I tried this on 2 separate visits to McDonald's (love their McCafe coffee), and both times it worked great.
Thanks.