Huh? The only way you can set a password on your phone is by going to the Security options, and it will password protect your entire phone. There is no way to password protect individual apps.
I have tried everything. I re-installed the application and cleared the database. It only asks me for it's name. Why is this?
I don't understand what you're asking. If you're trying to set a password for BBM only, it's not going to happen. Any password you set will be for your entire Berry.