You need to contact Orange and tell them that you now have a BlackBerry. They should do the rest. However just in case...
Welcome to CrackBerry.
lackBerrys use a special variant of a normal dataplan. It is called a BlackBerry dataplan (clever, eh?) and it uses a thing called blackberry.net. RIM who make BlackBerrys provide a bit of software that sits with Orange and all other carriers, each having their own server, called BIS (BlackBerry Internet Service). Thi sallows the BlackBerry to communicatite in its own very, very secure manner with the internet.
iPhones and Androids can use a BlackBerry dataplan but do not make use of the extra BlackBerry layer so if you already have a normal datasplan in place it should be easy for Orange to add the bits for BlackBerry.
Get that done with Orange, come back here and we'll help you get set up in no time.