Hi Rjj130,
download the latest copy of Desktop Manager, and activate over the wire. This should resolve it.
we had the same problem using BES 4.1.0.38 and BB 8700's. 3 units would not connect although we had already set 3 up. The only conclusion we could draw was that they were the oldest mobile numbers we had, we did replace the SIM on one phone to be sure it wasn't the SIM BTW.
Cheers,
John