I had a tough time getting my Sprint 8703e activated, too. The people at the Sprint store were absolutely clueless, it was still non-functioning (phone or data) after three trips to the store. It took me several calls to the dedicated Sprint/BlackBerry support people (877-546-9111, option 2) before everything was working. Then, when I received my first bill there were 3 identical charges for the first partial-month BlackBerry data service, so be sure to check your bill!
Don't give up, though. It is worth the effort!