You can't make certain things private on the BlackBerry. It simply doesn't have that functionality.

It sounds to me like you were hoping the BlackBerry would be a good replacement as a PDA.
The BlackBerry is not a PDA.
It's a mobile email device first with basic phone and PIM functionality as ancillary items.

If you're gung-ho on sticking with the BlackBerry, then my suggestion to you is to do your best to stop comparing it to the way things were with your old device. You're in a new world now, and you should adjust your usage style to the way BlackBerry does things.
Trust me, your user experience will be much better.

If you find that the BlackBerry is not a suitable PDA... then you're probably within your time-frame to switch back to a PDA type device.

RIM is definitely making strong strides to improve the functionality of every aspect of the device, including PIM functions. It might be worth it to simply stick-it-out and see what RIM offers up in the not too distant future.