Take a look at How to use BlackBerry on Generic Data Plan - BlackBerryFAQ
You need a blackberry data plan to connect to the blackberry/RIM system and use blackberry applications that use data. This would be the blackberry internet browser, messaging (push email, PIN and blackberry messenger).
EDIT: You'll also probably want the info at http://blackberryfaq.com/index.php/W...PN_settings%3F
But advise you know how you are paying for data. Paying per kB can add up fast.