Do you have the e-mail address set up on your BalckBerry? Go to the Manage Internet E-mail icon and click the "E-mail Accounts link. It should display which e-mail addresses you currently have set up.
If it is there, check in the folders on your home screen for the icon. Things have a way of slipping into these sometimes...
1st Step in Troubleshooting: Do you have a BlackBerry Data Plan?
2nd Step in Troubleshooting: Pull the Battery.