I don't claim to be a technical guru, however I am pretty confident that the answer to this is Proxy settings. As far as I can work our, there is not a setting to allow you to configure any of the blackberry browsers to go through a proxy server.
I have even upgraded my Blackberry Bold to the latest official Vodafone OS release (v4.6.1.162) and still there is not an option to surf via a wi-fi connection through a proxy server.
