Question about NAT

Hi,

 I have an embedded device out in the field which uses a GPRS connection to establish a tunnel to a static IP.  


    REMOTE DEVICE  <-------- NAT GW --------> Internet <--------- SERVER
        (10.2.x.x)                                                                      (Static IP)


As far as I know, the GPRS connection (its like WAP for mobile phones) is provided via a NAT gateway.  This is OK, and I can get everything working fine using dynip and ping on the remote device.  I have thought of it as like a road warrier, except its natting its way to the internet.

The thing is, cost for traffic is a big issue on GPRS - 2.2cents per 1kB of information sent and received.  And as far as I can tell, I need to specify the ping on the Remote Device to update its changing NATTED address - am I correct in this thinking ? Is there a way of keeping the 'connection' open without requiring the ping ? I am starting to think I can't since we are using UDP.

 Regards,

 Paul Arch