It sounds like you don't have a connection with the BIS servers. Go to Manage Connections, Services Status, and check what Blackberry Internet Services says. It should say Mobile Network, but I have a feeling yours says Not Connected.
Posted from my CrackBerry at wapforums.crackberry.com
Dial *228 Send, Select Option 1 to have programming sent to your phone. See if you get a programming successful message.
If you don't get 1XEV shortly after programming, or if programming fails, call customer service and have them check your account to make sure they have everything set-up properly.