My advice is that if you don't want anyone to see what you are sending or receiving, then get your own personal device. That way, you know you will be somewhat safe.
I also do not recommend circumventing company policies. They are issuing you a 9800 activated on their BES and most likely paying the bills. They expect you to use that device for work related activities. Trying to go around company policies is grounds for termination in many firms.
You should read these:
What can a BES Administrator xxx8220;seexxx8221; on my BB...
What does BES see; what can be tracked/logged? - Port3101.org : Your BES Connection