We have noticed that Security Permission defaults are a bit troublesome depending on the carrier your BlackBerry uses and the OS level installed.
For troublefree operation, please double-check that your application permissions for REXconnect are set to allow:
1) Go to BlackBerry Options / Security / Application Permissions
2) Find REXconnect on the list
3) Edit Permisisons
4) Mark all three sections at the top to Allow
5) Save and Exit
This seems to be a consistent problem with BlackBerry 4.3 OS devices on Verizon and Sprint, but is probably a good idea across other carriers as well.
Thanks,
--the REXguys--
More Info about REXconnect for BlackBerry
REXwireless FAQ