Hello, you don't need the MDS application on the device but you may need the MDS Emulator running on your computer.
Just before trying your application that use web services, are you able to navigate with the BB Browser? If you can't then the problem is that your application is just not able to contact the web service at all.
You can download the JDE and run the application MDS. It will open a small command prompt and load a bunch of thing. let MDS run and try to navigate with the BB Browser, if it work, you'll be able to try your application.