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According to RIM support, the BES relies on asynchronous notifications from Exchange when new mail is available for a user, but it also periodically scans (they call it a rescan) the user's inbox for new messages, and if it finds a message that it didn't receive a notification about, it logs it as a delayed notification.
Exchange uses UDP ports that are created on the fly. All UDP ports > 1024 must be opened between the BES and the Exchange server. Note that they only need to allow UDP messages to be sent directly from Exchange to the BES, and not vice-versa. This is the same mechanism that Exchange uses to tell an Outlook client that new mail has arrived, so the settings are probably in place to allow Exchange to send the UDP messages.
The delayed notifications are NOT usually a problem noticed by BlackBerry users, but may indicate a connectivity problem between Exchange and the BES that results in a small delay in users receiving emails on their handhelds.
Below is a link that highlights the BES resource kit as a tool that can be used to gather additional information from the BlackBerry server:
http://www.blackberry.com/developers/newsletter/March_2005/newspage3.html?CPID=OTC-devmar5
To download the resource kit select the link below:
https://www.blackberry.com/Downloads/entry.do?code=D736BB10D83A904AEFC1D6CE93DC54B8
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