do you have a BB BIS/BES account with 3G? *EDIT ..ooops... 3UK. thanks hazysky
I have an unlocked storm from vodafone as well, and as soon as I entered my sim it automatically downloaded service books and worked.
If you mean 3 UK then I am afraid they do not have any Blackberry tariffs yet but they are meant to be bringing out the bold sometime in February (?).
You should however be able to get internet access if you download and install the Opera Mini Browser and use it with 3's APN settings entered onto the device.