If you are trying to run J2ME apps on the blackberry without the Blackberry Enterprise Server, there are several things you need to do to your blackberry first.
First of all, you need to setup TCP/IP. Once this is done, you can perform http (but not https) connections on your Blackberry. Here is a list of current gateways by cellular provider.
To setup, go into Options -> Advanced -> TCP
For HTTPS connections, you need to go into:
Options -> Security Options -> TLS
Then change the value of "TLS Default" from "Proxy" to "Handheld".