They may have DRM or be of a Quality that may not play on the blackberry with any media player.
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Are they purchased from iTune or some other store. If so they probably will not play with out removing the DRM.
If they were ripped from CD's by you then you will want to check the type of compression that i s done by the ripper.
I agree with the posts above, it sounds like they are DRM protected, maybe bought from iTunes? Or even if you downloaded CD's to iTunes it can do that. You may need a converter or if you are able to upgrade the tunes you bought from iTunes and that releases the DRM.
Check out this link for more info on audio formats for BBs: