Apple Mail is not auto-downloading all IMAP folders

Question

I have several IMAP mail accounts set up in Apple Mail (MobileMe, Gmail, Yahoo).  I just finally figured out how to set up the Yahoo account, but it doesn't seem to check and show new messages properly.  Often the new messages don't know up.  Sometimes a few will show (Inbox items), but other folders won't update to show unread/new messages unless I click a particular folder--then the new messages would appear.
Surely I shouldn't have to click each and every IMAP folder that I've created in order to have them refreshed to show new emails.
Any ideas?  Have I set something up wrong?  Or just misunderstanding how IMAP folders work? 
I notice that this behavior often happens on my iPhone and iPad.  I have to click a folder in order to find out whether or not it has any new items.

Answer 1

Please follow these directions to delete the Mail "sandbox" folder.
Back up all data.
Triple-click the line below on this page to select it:
~/Library/Containers/com.apple.mail
Right-click or control-click the highlighted line and select
Services ▹ Reveal
from the contextual menu.* A Finder window should open with a folder named "com.apple.mail" selected. If it does, move the selected folder — not just its contents — to the Desktop. Leave the Finder window open for now.
Log out and log back in. Launch Mail and test. If the problem is resolved, you may have to recreate some of your Mail settings. You can then delete the folder you moved and close the Finder window. If you still have the problem, quit Mail again and put the folder back where it was, overwriting the one that may have been created in its place. Post your results.
Caution: If you change any of the contents of the sandbox, but leave the folder itself in place, Mail may crash or not launch at all. Deleting the whole sandbox will cause it to be rebuilt automatically.
*If you don't see the contextual menu item, copy the selected text to the Clipboard (command-C). In the Finder, select
Go ▹ Go to Folder...
from the menu bar, paste into the box that opens (command-V). You won't see what you pasted because a line break is included. Press return.