icloud account not verified

I am fresh new customer to Apple products and services.

Bought and iPhone 4S and did the initial setup

When creating iCloud account (I had never had any account at Apple, this is my first and only account) I used my email address. To complete the process I was supposed to receive a verification email to confirm my email address. This email address, as it says, is also my Apple ID and my primary email.

But I never received the so called verification email, so I was unable to verify this address for using with my iCloud account. Now I cant access or set up my iCloud account.

Went to iTunes support, they did manage to manyually verify my email address, after that I had access to my iTunes Store account, also had access to Apple Store online and Apple App Store on my iPhone. But my iCloud account stills asks me to verify.

So I had to go back to support, this time at MobileMe / iCloud account issue support. They have checked everything still could not verify my account, neither via email verification or manually doing it. My issue was then escalated to a iTunes Store Senior Advisor, and they were supposed to escalate ir to their Site Support Engineering. The iTunes advisor said that engineering must get involved to fix the problem.

Today I was contacted by this so called Senior Advisor. He said that my iTune Store account is now verified. But the thing is that the iTunes account was already verified and the issue is with iCloud account. I guess he didnt understood the issue.

Anyhow, I thought that once the email was verified by iTunes account automaticly iCloud account would also be verified / updated. But NO. I use iTunes with one verified Apple ID and cannot use iCloud with the same Apple ID. I have to idea why,

All this because iCloud cannot send the verification email to my email address, even tough I use iTunes with this email.

Any suggestions? I know is complicated and I may have not been clear to talk about my issue.

I hope Im not the only going throw this. After all the good things I heard about apple, I dont feel the same as most apple customers.