Here's my two cents on this :)
PIE is just an acronym for Pocket Internet Explorer. In other words, its just the version you have on your Axim.
As far as accessing Yahoo Mail, you CAN do it with PIE. The trick is to hack the registry so that IE pretends to be Internet Explorer 5.5. After you do this it, Yahoo Mail comes right up.
The easiest way to do this is to install RegKing which is free software. It will let you apply registry hacks from its list of hacks without having to know about the Registry. It also lets you easily undo the change if you should want to. Here is one link to RegKing:
http://www.doctorce.com/regking.htm
Also, you'll want to get to Yahoo through this page which is specifically designed for viewing from a PocketPC:
http://pg1.yahoo.com
Hope this helps.