My Pearl was actually my first exposure to MP3 music, I have never had an iPod or other standalone music player. Rather than drop a bundle on downloads, I have ripped several of my CDs and loaded them onto the handset. Overall, I'm pretty happy with the results, but I'm looking forward to more enhancements in the MP3 functionality in future Blackberry releases.
1st Step in Troubleshooting: Do you have a BlackBerry Data Plan?
2nd Step in Troubleshooting: Pull the Battery.