Really no options? On the simulator I see the options screen... I did find a bug that when you change the option and hit the back button you get an error (but the next time you start it the change has taken effect). I'll get a fix out for that error shortly.
Anyone else try to hit the options screen with no luck?
Another way we can figure out what is up is to try this testing tool I built:
http://www.apsquared.net/BBHTTPTester.jad
Load it on your BB, first try to just launch URL with the basic google.com address, on BIS that probably won't work (just curious what the error you get is though).
Next rerun the app and click Append device side, then click launch url (you need to first set the APN settings on your phone via the TCP options). Does this work? (If you see an error about a 302 code that is fine, that means it worked).
Last but not least you can manually add the APN settings for your phone, I've included them for TMobile but you should be able to add Cingulars manually.
Let me know if any of those work, if so I can adjust MLB Tracker accordingly.