I would suggest two things.

First, download and install the latest desktop software. There have been numerous updates since those pre-loaded discs were created I am sure.

Once you have downloaded and installed the latest desktop software from RIM site give it a shot again and see if your device connects.

Was this phone previously owned by someone? A BES is a form of email called BlackBerry Enterprise Server and is usually only used by corporate BB owners. Casual email does not require a BES connection.

If this persists, you may have to do a system wipe and bring your device back to it's default configuration.

Guide to wiping your BlackBerry | BB Geeks