There is confusion over what does what and why because a BB with a GPS receiver is actually several devices. (Afterall, isn't that why you have it?)
A GPS receiver is just that: a receiver. It does not transmit. If it did, it would need to transmit all the way back to the GPS satellites and would consume an enormous amount of power to get a signal up there. Not to mention the satellites themselves would easily be overwhelmed by the tens of thousand (millions?) of GPS transceivers pounding them in order to actually track the locations of each and every one of them. Not only are GPS receivers not designed to transmit, it's not technically feasible for them to do so and it's probably illegal to transmit without a licence on that frequency anyway.
A mobile phone, on the other hand, is a completely different animal. Whether it is GSM, CDMA, or any other technology, it is always sending and receiving. As long as your phone is on, it's transmitting, even if you aren't actually in the course of making a call. Digital mobile phones are always checking in with the towers, measuring their signal strengths, and checking to see if there is another tower that has a better signal (and thus prepare the hand-offs to the next tower). Because of the signal measuring and the hand-off mechanisms, your phone is typically in communications with several towers at the same time (though it is only active/assigned to one at a time). This sending-and-receiving, self-measurement of signal strengths, and communication with several towers is what allows a mobile phone to be tracked using a method called triangulation. Some years ago, in order to facilitate servicing emergency 911 calls, the government required mobile phone carriers to add software to formalize the theoretical ability to do triangulation and actually DO it, to actually track you, using the excuse it's for your safety and to respond to 911 calls. (Conspiracy theorists and libertarians can insert their appropriate rants here.)
Don't want to be tracked? Don't have a mobile phone, or at least don't turn it on. As soon as it's on and "on a network," you're being tracked, like it or not.
If you want to use a handheld GPS, however, you can safely do so without being tracked; just make sure it isn't bundled into a phone!
Hope that helps!