You don't have to go to the outbox and then press send/rec. You can press that from the inbox too.
Right now, if you're using POP or IMAP account, that's all you can do. Exchange would send right away.
On WinMO6 (for which the Dash will get an upgrade) there is an option on the account settings that will automatically do a Send/Rec when you send a message. So you'll have an option to do it the way you want once the device is upgraded.
"I have no special talents, I am only passionately curious" - Albert Einstein