In my Gmail (which is my main e-mail account on my iPhone), I have several folders set up. All e-mails that I receive are automatically forwarded to their respective folders.

My iPhone only checks whichever folder I was browsing last (be it Inbox, Finances, etc.). If I was browsing All Mail last, then it will check all my folders, but as soon as I click something that has been sent to my Inbox, then it will consider that the last folder I checked and will only check for new mail in that folder.

Is there any way I can set it up so it checks for new mail in all my folders?

I have an iPhone 4 and I am running iOS 5.0