MobileMe, Microsoft Exchange, and Yahoo! Mail are known as “push” accounts. When new information is available, such as the arrival of an email message, the information is automatically delivered (pushed) to iPhone. (In contrast, “fetch” services require your email software to periodically check with your service provider to see if new messages have arrived, and then request them to be delivered.) MobileMe and Exchange also use push to sync your contacts, calendars, and bookmarks (MobileMe only) if you have those items selected in the account settings.
Synced information is transferred automatically over your wireless connection; you don’t need to connect iPhone to your computer to sync. If you don’t have a cellular connection, iPhone can receive pushed data over a Wi-Fi connection when iPhone is awake (the screen is on, or iPhone is connected to your computer or a power adapter).